BNP Paribas Put 240 RHHVF 19.12.2025
/ DE000PC38M76
BNP Paribas Put 240 RHHVF 19.12.2.../ DE000PC38M76 /
| 10/10/2024 11:48:33 AM |
Chg.-0.10 |
Bid8:00:05 PM |
Ask8:00:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.50EUR |
-6.25% |
-
Bid Size: - |
-
Ask Size: - |
Roche Holding Ltd |
240.00 - |
12/19/2025 |
Put |
Master data
| WKN: |
PC38M7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Roche Holding Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
240.00 - |
| Maturity: |
12/19/2025 |
| Issue date: |
1/31/2024 |
| Last trading day: |
12/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-17.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.82 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.23 |
| Parity: |
-3.97 |
| Time value: |
1.56 |
| Break-even: |
224.40 |
| Moneyness: |
0.86 |
| Premium: |
0.20 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
0.65% |
| Delta: |
-0.23 |
| Theta: |
-0.03 |
| Omega: |
-4.17 |
| Rho: |
-0.96 |
Quote data
| Open: |
1.50 |
| High: |
1.50 |
| Low: |
1.50 |
| Previous Close: |
1.60 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.96% |
| 1 Month |
|
|
-3.85% |
| 3 Months |
|
|
-27.54% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.74 |
1.53 |
| 1M High / 1M Low: |
1.89 |
1.28 |
| 6M High / 6M Low: |
4.04 |
1.09 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.66 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.51 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.14 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.80% |
| Volatility 6M: |
|
101.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
