BNP Paribas Call 235 ROG 21.06.2024
/ DE000PN76PM9
BNP Paribas Call 235 ROG 21.06.20.../ DE000PN76PM9 /
2024-06-06 9:20:55 AM |
Chg.+0.050 |
Bid9:57:06 AM |
Ask9:57:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.470EUR |
+11.90% |
0.540 Bid Size: 5,556 |
0.560 Ask Size: 5,358 |
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: |
51.49 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.44 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.23 |
Historic volatility: |
0.22 |
Parity: |
0.00 |
Time value: |
0.47 |
Break-even: |
246.69 |
Moneyness: |
1.00 |
Premium: |
0.02 |
Premium p.a.: |
0.59 |
Spread abs.: |
0.02 |
Spread %: |
4.44% |
Delta: |
0.52 |
Theta: |
-0.16 |
Omega: |
26.91 |
Rho: |
0.05 |
Quote data
Open: |
0.470 |
High: |
0.470 |
Low: |
0.470 |
Previous Close: |
0.420 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+235.71% |
1 Month |
|
|
+291.67% |
3 Months |
|
|
-34.72% |
YTD |
|
|
-71.17% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.420 |
0.140 |
1M High / 1M Low: |
0.680 |
0.120 |
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: |
|
0.260 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.296 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.915 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
673.36% |
Volatility 6M: |
|
386.37% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |