BNP Paribas Put 240 RHHVF 20.09.2.../  DE000PN8TQ23  /

EUWAX
2024-08-20  10:19:51 AM Chg.- Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
0.051EUR - -
Bid Size: -
-
Ask Size: -
Roche Holding Ltd 240.00 - 2024-09-20 Put
 

Master data

WKN: PN8TQ2
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Roche Holding Ltd
Type: Warrant
Option type: Put
Strike price: 240.00 -
Maturity: 2024-09-20
Issue date: 2023-09-26
Last trading day: 2024-08-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -469.19
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.62
Historic volatility: 0.23
Parity: -5.09
Time value: 0.06
Break-even: 239.38
Moneyness: 0.83
Premium: 0.18
Premium p.a.: 96.34
Spread abs.: 0.01
Spread %: 19.23%
Delta: -0.04
Theta: -0.12
Omega: -20.12
Rho: 0.00
 

Quote data

Open: 0.051
High: 0.051
Low: 0.051
Previous Close: 0.054
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -63.57%
3 Months
  -94.69%
YTD
  -96.98%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.140 0.051
6M High / 6M Low: 2.800 0.051
High (YTD): 2024-02-09 2.880
Low (YTD): 2024-08-20 0.051
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.089
Avg. volume 1M:   0.000
Avg. price 6M:   1.175
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   90.26%
Volatility 6M:   252.93%
Volatility 1Y:   -
Volatility 3Y:   -