BNP Paribas Put 235 RHHVF 21.06.2024
/ DE000PC5CQX1
BNP Paribas Put 235 RHHVF 21.06.2.../ DE000PC5CQX1 /
| 2024-05-23 4:21:04 PM |
Chg.-0.080 |
Bid4:39:22 PM |
Ask4:39:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
-12.50% |
0.550
Bid Size: 5,455 |
0.560
Ask Size: 5,358 |
Roche Holding Ltd |
235.00 - |
2024-06-21 |
Put |
Master data
| WKN: |
PC5CQX |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Roche Holding Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
235.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-20 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-34.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.70 |
| Intrinsic value: |
0.33 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.22 |
| Parity: |
0.33 |
| Time value: |
0.34 |
| Break-even: |
228.30 |
| Moneyness: |
1.01 |
| Premium: |
0.01 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.01 |
| Spread %: |
1.52% |
| Delta: |
-0.57 |
| Theta: |
-0.08 |
| Omega: |
-19.58 |
| Rho: |
-0.11 |
Quote data
| Open: |
0.510 |
| High: |
0.580 |
| Low: |
0.490 |
| Previous Close: |
0.640 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.00% |
| 1 Month |
|
|
-44.55% |
| 3 Months |
|
|
-63.87% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.640 |
0.410 |
| 1M High / 1M Low: |
2.060 |
0.410 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.502 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.268 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
365.64% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
