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

EUWAX
2024-10-10  12:18:56 PM Chg.-0.040 Bid5:20:00 PM Ask5:20:00 PM Underlying Strike price Expiration date Option type
0.260EUR -13.33% -
Bid Size: -		 -
Ask Size: -		 ROCHE GS 240.00 CHF 2024-12-20 Put
 

Master data

WKN: PN7C7X
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ROCHE GS
Type: Warrant
Option type: Put
Strike price: 240.00 CHF
Maturity: 2024-12-20
Issue date: 2023-08-16
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -96.45
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.23
Parity: -2.48
Time value: 0.29
Break-even: 251.99
Moneyness: 0.91
Premium: 0.10
Premium p.a.: 0.63
Spread abs.: 0.01
Spread %: 3.57%
Delta: -0.17
Theta: -0.05
Omega: -16.25
Rho: -0.10
 

Quote data

Open: 0.260
High: 0.260
Low: 0.260
Previous Close: 0.300
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.14%
1 Month
  -31.58%
3 Months
  -70.79%
YTD
  -86.73%
1 Year
  -84.88%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 0.280
1M High / 1M Low: 0.530 0.200
6M High / 6M Low: 3.010 0.190
High (YTD): 2024-02-09 3.070
Low (YTD): 2024-09-02 0.190
52W High: 2024-02-09 3.070
52W Low: 2024-09-02 0.190
Avg. price 1W:   0.336
Avg. volume 1W:   0.000
Avg. price 1M:   0.304
Avg. volume 1M:   0.000
Avg. price 6M:   1.034
Avg. volume 6M:   0.000
Avg. price 1Y:   1.554
Avg. volume 1Y:   0.000
Volatility 1M:   251.63%
Volatility 6M:   200.17%
Volatility 1Y:   167.02%
Volatility 3Y:   -