BNP Paribas Put 270 RHHVF 20.12.2024
/ DE000PC21R39
BNP Paribas Put 270 RHHVF 20.12.2.../ DE000PC21R39 /
| 2024-10-09 9:54:13 AM |
Chg.-0.23 |
Bid8:00:06 PM |
Ask8:00:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.40EUR |
-14.11% |
-
Bid Size: - |
-
Ask Size: - |
Roche Holding Ltd |
270.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
PC21R3 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Roche Holding Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
270.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-05 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-18.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.71 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.23 |
| Parity: |
-0.77 |
| Time value: |
1.47 |
| Break-even: |
255.30 |
| Moneyness: |
0.97 |
| Premium: |
0.08 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.01 |
| Spread %: |
0.68% |
| Delta: |
-0.39 |
| Theta: |
-0.12 |
| Omega: |
-7.33 |
| Rho: |
-0.24 |
Quote data
| Open: |
1.40 |
| High: |
1.40 |
| Low: |
1.40 |
| Previous Close: |
1.63 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.24% |
| 1 Month |
|
|
+23.89% |
| 3 Months |
|
|
-53.02% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.75 |
1.27 |
| 1M High / 1M Low: |
1.89 |
0.92 |
| 6M High / 6M Low: |
5.75 |
0.67 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.54 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.30 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.60 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
227.82% |
| Volatility 6M: |
|
201.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
