BNP Paribas Call 238 RHHVF 21.06.2024
/ DE000PC5CN39
BNP Paribas Call 238 RHHVF 21.06..../ DE000PC5CN39 /
| 2024-05-22 4:21:13 PM |
Chg.-0.180 |
Bid5:15:19 PM |
Ask5:15:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.230EUR |
-43.90% |
-
Bid Size: - |
-
Ask Size: - |
Roche Holding Ltd |
238.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
PC5CN3 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Roche Holding Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
238.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-20 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
100.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.22 |
| Parity: |
-0.63 |
| Time value: |
0.23 |
| Break-even: |
240.30 |
| Moneyness: |
0.97 |
| Premium: |
0.04 |
| Premium p.a.: |
0.58 |
| Spread abs.: |
0.01 |
| Spread %: |
4.55% |
| Delta: |
0.32 |
| Theta: |
-0.08 |
| Omega: |
32.37 |
| Rho: |
0.06 |
Quote data
| Open: |
0.320 |
| High: |
0.320 |
| Low: |
0.230 |
| Previous Close: |
0.410 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-51.06% |
| 1 Month |
|
|
-43.90% |
| 3 Months |
|
|
-53.06% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.230 |
| 1M High / 1M Low: |
0.520 |
0.059 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.407 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.201 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
779.27% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
