BNP Paribas Call 208 RHHVF 21.06.2024
/ DE000PC5CPC7
BNP Paribas Call 208 RHHVF 21.06..../ DE000PC5CPC7 /
| 2024-05-21 10:13:23 AM |
Chg.- |
Bid9:52:09 AM |
Ask9:52:09 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.90EUR |
- |
2.61
Bid Size: 21,000 |
2.63
Ask Size: 21,000 |
Roche Holding Ltd |
208.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
PC5CPC |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Roche Holding Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
208.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-20 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.95 |
| Intrinsic value: |
2.88 |
| Implied volatility: |
- |
| Historic volatility: |
0.21 |
| Parity: |
2.88 |
| Time value: |
-0.01 |
| Break-even: |
236.70 |
| Moneyness: |
1.14 |
| Premium: |
0.00 |
| Premium p.a.: |
-0.01 |
| Spread abs.: |
0.02 |
| Spread %: |
0.70% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
2.93 |
| High: |
2.93 |
| Low: |
2.90 |
| Previous Close: |
3.02 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+45.73% |
| 1 Month |
|
|
+53.44% |
| 3 Months |
|
|
+18.85% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.02 |
1.99 |
| 1M High / 1M Low: |
3.02 |
0.99 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.73 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.85 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
291.80% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
