BNP Paribas Call 235 ROG 21.06.2024
/ DE000PN76PM9
BNP Paribas Call 235 ROG 21.06.20.../ DE000PN76PM9 /
2024-05-24 4:21:11 PM |
Chg.-0.110 |
Bid5:19:59 PM |
Ask5:19:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.280EUR |
-28.21% |
- Bid Size: - |
- Ask Size: - |
ROCHE GS |
235.00 CHF |
2024-06-21 |
Call |
Master data
WKN: |
PN76PM |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
ROCHE GS |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
235.00 CHF |
Maturity: |
2024-06-21 |
Issue date: |
2023-09-07 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
82.46 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.32 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.20 |
Historic volatility: |
0.22 |
Parity: |
-0.60 |
Time value: |
0.28 |
Break-even: |
239.65 |
Moneyness: |
0.97 |
Premium: |
0.04 |
Premium p.a.: |
0.65 |
Spread abs.: |
0.01 |
Spread %: |
3.70% |
Delta: |
0.35 |
Theta: |
-0.09 |
Omega: |
28.58 |
Rho: |
0.06 |
Quote data
Open: |
0.340 |
High: |
0.340 |
Low: |
0.280 |
Previous Close: |
0.390 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-58.82% |
1 Month |
|
|
+55.56% |
3 Months |
|
|
-50.00% |
YTD |
|
|
-82.82% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.560 |
0.280 |
1M High / 1M Low: |
0.680 |
0.082 |
6M High / 6M Low: |
2.540 |
0.082 |
High (YTD): |
2024-01-04 |
2.420 |
Low (YTD): |
2024-05-02 |
0.082 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.390 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.275 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.992 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
702.74% |
Volatility 6M: |
|
377.18% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |