BNP Paribas Put 230 RHHVF 20.06.2025
/ DE000PC5CRC3
BNP Paribas Put 230 RHHVF 20.06.2.../ DE000PC5CRC3 /
06/09/2024 16:20:59 |
Chg.+0.010 |
Bid17:19:53 |
Ask17:19:53 |
Underlying |
Strike price |
Expiration date |
Option type |
0.680EUR |
+1.49% |
- Bid Size: - |
- Ask Size: - |
Roche Holding Ltd |
230.00 - |
20/06/2025 |
Put |
Master data
WKN: |
PC5CRC |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Roche Holding Ltd |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
230.00 - |
Maturity: |
20/06/2025 |
Issue date: |
20/02/2024 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-38.79 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.24 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.23 |
Parity: |
-6.09 |
Time value: |
0.75 |
Break-even: |
222.50 |
Moneyness: |
0.79 |
Premium: |
0.24 |
Premium p.a.: |
0.31 |
Spread abs.: |
0.01 |
Spread %: |
1.35% |
Delta: |
-0.15 |
Theta: |
-0.03 |
Omega: |
-5.76 |
Rho: |
-0.40 |
Quote data
Open: |
0.730 |
High: |
0.730 |
Low: |
0.650 |
Previous Close: |
0.670 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+33.33% |
1 Month |
|
|
-11.69% |
3 Months |
|
|
-54.36% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.680 |
0.510 |
1M High / 1M Low: |
0.770 |
0.510 |
6M High / 6M Low: |
2.960 |
0.510 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.622 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.634 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.581 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
93.25% |
Volatility 6M: |
|
140.40% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |