BNP Paribas Put 250 ROG 20.09.2024
/ DE000PN8TQ31
BNP Paribas Put 250 ROG 20.09.202.../ DE000PN8TQ31 /
| 2024-07-08 4:21:02 PM |
Chg.+0.010 |
Bid5:16:40 PM |
Ask5:16:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.240EUR |
+0.81% |
-
Bid Size: - |
-
Ask Size: - |
ROCHE GS |
250.00 CHF |
2024-09-20 |
Put |
Master data
| WKN: |
PN8TQ3 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ROCHE GS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
250.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-20.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.31 |
| Intrinsic value: |
0.81 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.21 |
| Parity: |
0.81 |
| Time value: |
0.42 |
| Break-even: |
245.18 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.82% |
| Delta: |
-0.59 |
| Theta: |
-0.04 |
| Omega: |
-12.02 |
| Rho: |
-0.32 |
Quote data
| Open: |
1.260 |
| High: |
1.260 |
| Low: |
1.170 |
| Previous Close: |
1.230 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+44.19% |
| 1 Month |
|
|
-10.79% |
| 3 Months |
|
|
-63.20% |
| YTD |
|
|
-47.01% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.260 |
0.860 |
| 1M High / 1M Low: |
1.590 |
0.720 |
| 6M High / 6M Low: |
3.690 |
0.720 |
| High (YTD): |
2024-02-09 |
3.690 |
| Low (YTD): |
2024-06-24 |
0.720 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.072 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.080 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.380 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
174.06% |
| Volatility 6M: |
|
143.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
