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: |
|
- |