BNP Paribas Put 220 RHHVF 20.06.2025
/ DE000PC1HS33
BNP Paribas Put 220 RHHVF 20.06.2.../ DE000PC1HS33 /
| 2024-11-13 9:03:47 AM |
Chg.-0.030 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
-6.67% |
-
Bid Size: - |
-
Ask Size: - |
Roche Holding Ltd |
220.00 - |
2025-06-20 |
Put |
Master data
| WKN: |
PC1HS3 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Roche Holding Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
220.00 - |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-59.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.22 |
| Parity: |
-5.95 |
| Time value: |
0.47 |
| Break-even: |
215.30 |
| Moneyness: |
0.79 |
| Premium: |
0.23 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.01 |
| Spread %: |
2.17% |
| Delta: |
-0.12 |
| Theta: |
-0.03 |
| Omega: |
-7.29 |
| Rho: |
-0.23 |
Quote data
| Open: |
0.420 |
| High: |
0.420 |
| Low: |
0.420 |
| Previous Close: |
0.450 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.67% |
| 1 Month |
|
|
-16.00% |
| 3 Months |
|
|
-20.75% |
| YTD |
|
|
-74.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.360 |
| 1M High / 1M Low: |
0.470 |
0.310 |
| 6M High / 6M Low: |
1.870 |
0.310 |
| High (YTD): |
2024-02-09 |
2.350 |
| Low (YTD): |
2024-10-28 |
0.310 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.428 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.400 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.723 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
169.93% |
| Volatility 6M: |
|
157.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
