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BNP Paribas Put 240 ROG 20.12.202.../  DE000PN7C7X3  /

Frankfurt Zert./BNP
13/11/2024  16:20:59 Chg.+0.010 Bid16:59:09 Ask16:59:09 Underlying Strike price Expiration date Option type
0.120EUR +9.09% -
Bid Size: -		 -
Ask Size: -		 ROCHE GS 240.00 CHF 20/12/2024 Put
 

Master data

WKN: PN7C7X
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ROCHE GS
Type: Warrant
Option type: Put
Strike price: 240.00 CHF
Maturity: 20/12/2024
Issue date: 16/08/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -215.00
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.22
Parity: -2.33
Time value: 0.13
Break-even: 254.92
Moneyness: 0.92
Premium: 0.09
Premium p.a.: 1.30
Spread abs.: 0.01
Spread %: 8.33%
Delta: -0.12
Theta: -0.06
Omega: -25.21
Rho: -0.03
 

Quote data

Open: 0.100
High: 0.120
Low: 0.090
Previous Close: 0.110
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+9.09%
1 Month
  -40.00%
3 Months
  -63.64%
YTD
  -93.97%
1 Year
  -94.44%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.100
1M High / 1M Low: 0.200 0.074
6M High / 6M Low: 2.290 0.074
High (YTD): 09/02/2024 3.000
Low (YTD): 24/10/2024 0.074
52W High: 09/02/2024 3.000
52W Low: 24/10/2024 0.074
Avg. price 1W:   0.112
Avg. volume 1W:   0.000
Avg. price 1M:   0.129
Avg. volume 1M:   0.000
Avg. price 6M:   0.614
Avg. volume 6M:   0.000
Avg. price 1Y:   1.359
Avg. volume 1Y:   0.000
Volatility 1M:   291.03%
Volatility 6M:   274.54%
Volatility 1Y:   211.57%
Volatility 3Y:   -