BNP Paribas Put 220 RHHVF 19.12.2025
/ DE000PC38M68
BNP Paribas Put 220 RHHVF 19.12.2.../ DE000PC38M68 /
| 08/07/2024 10:17:46 |
Chg.+0.07 |
Bid17:20:00 |
Ask17:20:00 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.41EUR |
+5.22% |
-
Bid Size: - |
-
Ask Size: - |
Roche Holding Ltd |
220.00 - |
19/12/2025 |
Put |
Master data
| WKN: |
PC38M6 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Roche Holding Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
220.00 - |
| Maturity: |
19/12/2025 |
| Issue date: |
31/01/2024 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-17.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.21 |
| Parity: |
-2.94 |
| Time value: |
1.40 |
| Break-even: |
206.00 |
| Moneyness: |
0.88 |
| Premium: |
0.17 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
0.72% |
| Delta: |
-0.24 |
| Theta: |
-0.02 |
| Omega: |
-4.29 |
| Rho: |
-1.07 |
Quote data
| Open: |
1.42 |
| High: |
1.42 |
| Low: |
1.41 |
| Previous Close: |
1.34 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.02% |
| 1 Month |
|
|
-10.19% |
| 3 Months |
|
|
-43.82% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.47 |
1.26 |
| 1M High / 1M Low: |
1.58 |
1.19 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.33 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.35 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.01% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
