BNP Paribas Call 230 ROG 21.06.2024
/ DE000PN8TQM9
BNP Paribas Call 230 ROG 21.06.20.../ DE000PN8TQM9 /
| 2024-06-06 10:11:48 AM |
Chg.+0.140 |
Bid11:41:54 AM |
Ask11:41:54 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.960EUR |
+17.07% |
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: |
0.960 |
| High: |
0.960 |
| Low: |
0.960 |
| Previous Close: |
0.820 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+269.23% |
| 1 Month |
|
|
+464.71% |
| 3 Months |
|
|
+4.35% |
| YTD |
|
|
-51.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.820 |
0.260 |
| 1M High / 1M Low: |
1.020 |
0.170 |
| 6M High / 6M Low: |
3.080 |
0.120 |
| High (YTD): |
2024-01-04 |
3.060 |
| Low (YTD): |
2024-05-03 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.502 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.512 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.184 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
654.89% |
| Volatility 6M: |
|
374.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
