BNP Paribas Put 210 RHHVF 19.12.2025
/ DE000PC5CRK6
BNP Paribas Put 210 RHHVF 19.12.2.../ DE000PC5CRK6 /
| 10/10/2024 3:21:18 PM |
Chg.-0.040 |
Bid3:42:56 PM |
Ask3:42:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.680EUR |
-5.56% |
0.690
Bid Size: 6,000 |
0.700
Ask Size: 6,000 |
Roche Holding Ltd |
210.00 - |
12/19/2025 |
Put |
Master data
| WKN: |
PC5CRK |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Roche Holding Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
210.00 - |
| Maturity: |
12/19/2025 |
| Issue date: |
2/20/2024 |
| Last trading day: |
12/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-38.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.23 |
| Parity: |
-6.97 |
| Time value: |
0.72 |
| Break-even: |
202.80 |
| Moneyness: |
0.75 |
| Premium: |
0.27 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.01 |
| Spread %: |
1.41% |
| Delta: |
-0.13 |
| Theta: |
-0.02 |
| Omega: |
-5.03 |
| Rho: |
-0.52 |
Quote data
| Open: |
0.680 |
| High: |
0.690 |
| Low: |
0.670 |
| Previous Close: |
0.720 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.56% |
| 1 Month |
|
|
-6.85% |
| 3 Months |
|
|
-30.61% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.780 |
0.720 |
| 1M High / 1M Low: |
0.780 |
0.600 |
| 6M High / 6M Low: |
2.060 |
0.510 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.746 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.690 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.033 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.95% |
| Volatility 6M: |
|
106.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
