BNP Paribas Put 210 RHHVF 19.12.2.../  DE000PC5CRK6  /

EUWAX
06/09/2024  09:51:18 Chg.+0.070 Bid22:00:26 Ask22:00:26 Underlying Strike price Expiration date Option type
0.700EUR +11.11% -
Bid Size: -
-
Ask Size: -
Roche Holding Ltd 210.00 - 19/12/2025 Put
 

Master data

WKN: PC5CRK
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Roche Holding Ltd
Type: Warrant
Option type: Put
Strike price: 210.00 -
Maturity: 19/12/2025
Issue date: 20/02/2024
Last trading day: 18/12/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -41.56
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.23
Parity: -8.09
Time value: 0.70
Break-even: 203.00
Moneyness: 0.72
Premium: 0.30
Premium p.a.: 0.23
Spread abs.: 0.01
Spread %: 1.45%
Delta: -0.11
Theta: -0.02
Omega: -4.77
Rho: -0.52
 

Quote data

Open: 0.700
High: 0.700
Low: 0.700
Previous Close: 0.630
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+29.63%
1 Month
  -12.50%
3 Months
  -42.15%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.700 0.530
1M High / 1M Low: 0.800 0.530
6M High / 6M Low: 2.100 0.520
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.610
Avg. volume 1W:   0.000
Avg. price 1M:   0.626
Avg. volume 1M:   0.000
Avg. price 6M:   1.192
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   83.22%
Volatility 6M:   100.98%
Volatility 1Y:   -
Volatility 3Y:   -