BNP Paribas Put 245 RHHVF 20.09.2024
/ DE000PC5CQ28
BNP Paribas Put 245 RHHVF 20.09.2.../ DE000PC5CQ28 /
| 27/06/2024 10:05:07 |
Chg.+0.070 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.640EUR |
+12.28% |
-
Bid Size: - |
-
Ask Size: - |
Roche Holding Ltd |
245.00 - |
20/09/2024 |
Put |
Master data
| WKN: |
PC5CQ2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Roche Holding Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
245.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
20/02/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-36.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.22 |
| Parity: |
-1.38 |
| Time value: |
0.71 |
| Break-even: |
237.90 |
| Moneyness: |
0.95 |
| Premium: |
0.08 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.01 |
| Spread %: |
1.43% |
| Delta: |
-0.30 |
| Theta: |
-0.06 |
| Omega: |
-10.82 |
| Rho: |
-0.20 |
Quote data
| Open: |
0.640 |
| High: |
0.640 |
| Low: |
0.640 |
| Previous Close: |
0.570 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.03% |
| 1 Month |
|
|
-65.78% |
| 3 Months |
|
|
-70.64% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.660 |
0.530 |
| 1M High / 1M Low: |
2.160 |
0.530 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.600 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.186 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.91% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
