BNP Paribas Put 280 ROG 20.12.2024
/ DE000PN7C701
BNP Paribas Put 280 ROG 20.12.202.../ DE000PN7C701 /
| 13/11/2024 09:53:05 |
Chg.-0.06 |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.84EUR |
-3.16% |
-
Bid Size: - |
-
Ask Size: - |
ROCHE GS |
280.00 CHF |
20/12/2024 |
Put |
Master data
| WKN: |
PN7C70 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ROCHE GS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
280.00 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: |
-13.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.05 |
| Intrinsic value: |
1.94 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.22 |
| Parity: |
1.94 |
| Time value: |
0.11 |
| Break-even: |
278.43 |
| Moneyness: |
1.07 |
| Premium: |
0.00 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
0.99% |
| Delta: |
-0.81 |
| Theta: |
-0.05 |
| Omega: |
-11.03 |
| Rho: |
-0.25 |
Quote data
| Open: |
1.84 |
| High: |
1.84 |
| Low: |
1.84 |
| Previous Close: |
1.90 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.52% |
| 1 Month |
|
|
+11.52% |
| 3 Months |
|
|
+18.71% |
| YTD |
|
|
-62.98% |
| 1 Year |
|
|
-63.99% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.90 |
1.68 |
| 1M High / 1M Low: |
1.90 |
0.84 |
| 6M High / 6M Low: |
5.89 |
0.84 |
| High (YTD): |
09/02/2024 |
6.77 |
| Low (YTD): |
28/10/2024 |
0.84 |
| 52W High: |
09/02/2024 |
6.77 |
| 52W Low: |
28/10/2024 |
0.84 |
| Avg. price 1W: |
|
1.79 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.41 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.48 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.86 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
235.13% |
| Volatility 6M: |
|
201.43% |
| Volatility 1Y: |
|
153.04% |
| Volatility 3Y: |
|
- |
