BNP Paribas Call 230 ROG 21.06.2024
/ DE000PN8TQM9
BNP Paribas Call 230 ROG 21.06.20.../ DE000PN8TQM9 /
| 2024-05-24 4:21:12 PM |
Chg.-0.160 |
Bid5:18:01 PM |
Ask5:18:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.500EUR |
-24.24% |
-
Bid Size: - |
-
Ask Size: - |
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: |
45.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.22 |
| Parity: |
-0.09 |
| Time value: |
0.51 |
| Break-even: |
236.91 |
| Moneyness: |
1.00 |
| Premium: |
0.03 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.01 |
| Spread %: |
2.00% |
| Delta: |
0.50 |
| Theta: |
-0.11 |
| Omega: |
22.79 |
| Rho: |
0.08 |
Quote data
| Open: |
0.590 |
| High: |
0.590 |
| Low: |
0.500 |
| Previous Close: |
0.660 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-51.46% |
| 1 Month |
|
|
+72.41% |
| 3 Months |
|
|
-33.33% |
| YTD |
|
|
-75.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.500 |
| 1M High / 1M Low: |
1.030 |
0.140 |
| 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: |
|
0.652 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.449 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.255 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
598.96% |
| Volatility 6M: |
|
335.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
