BNP Paribas Put 210 RHHVF 20.06.2025
/ DE000PC5CRB5
BNP Paribas Put 210 RHHVF 20.06.2.../ DE000PC5CRB5 /
10/10/2024 11:43:06 |
Chg.-0.040 |
Bid16:47:48 |
Ask16:47:48 |
Underlying |
Strike price |
Expiration date |
Option type |
0.360EUR |
-10.00% |
0.370 Bid Size: 10,000 |
0.380 Ask Size: 10,000 |
Roche Holding Ltd |
210.00 - |
20/06/2025 |
Put |
Master data
WKN: |
PC5CRB |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Roche Holding Ltd |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
210.00 - |
Maturity: |
20/06/2025 |
Issue date: |
20/02/2024 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-71.72 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.10 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.23 |
Parity: |
-6.97 |
Time value: |
0.39 |
Break-even: |
206.10 |
Moneyness: |
0.75 |
Premium: |
0.26 |
Premium p.a.: |
0.40 |
Spread abs.: |
0.01 |
Spread %: |
2.63% |
Delta: |
-0.10 |
Theta: |
-0.02 |
Omega: |
-7.06 |
Rho: |
-0.22 |
Quote data
Open: |
0.360 |
High: |
0.360 |
Low: |
0.360 |
Previous Close: |
0.400 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-2.70% |
1 Month |
|
|
-18.18% |
3 Months |
|
|
-44.62% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.440 |
0.370 |
1M High / 1M Low: |
0.540 |
0.310 |
6M High / 6M Low: |
1.760 |
0.290 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.414 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.386 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.730 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
147.82% |
Volatility 6M: |
|
133.84% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |