BNP Paribas Call 230 ROG 21.06.2024
/ DE000PN8TQM9
BNP Paribas Call 230 ROG 21.06.20.../ DE000PN8TQM9 /
| 2024-06-06 11:21:05 AM |
Chg.+0.220 |
Bid12:06:30 PM |
Ask12:06:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.990EUR |
+28.57% |
0.950
Bid Size: 4,000 |
0.990
Ask Size: 4,000 |
ROCHE GS |
230.00 CHF |
2024-06-21 |
Call |
Master data
| WKN: |
PN8TQM |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ROCHE GS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
230.00 CHF |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
29.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.75 |
| Intrinsic value: |
0.52 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.22 |
| Parity: |
0.52 |
| Time value: |
0.31 |
| Break-even: |
245.14 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.02 |
| Spread %: |
2.47% |
| Delta: |
0.68 |
| Theta: |
-0.17 |
| Omega: |
19.75 |
| Rho: |
0.06 |
Quote data
| Open: |
0.840 |
| High: |
0.990 |
| Low: |
0.840 |
| Previous Close: |
0.770 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+219.35% |
| 1 Month |
|
|
+371.43% |
| 3 Months |
|
|
+4.21% |
| YTD |
|
|
-50.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.770 |
0.310 |
| 1M High / 1M Low: |
1.030 |
0.210 |
| 6M High / 6M Low: |
2.970 |
0.140 |
| High (YTD): |
2024-01-04 |
2.860 |
| Low (YTD): |
2024-05-02 |
0.140 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.516 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.514 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.172 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
556.12% |
| Volatility 6M: |
|
340.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
