BNP Paribas Put 250 RHHVF 19.12.2.../  DE000PC38M84  /

EUWAX
31/07/2024  09:58:41 Chg.- Bid22:00:43 Ask22:00:43 Underlying Strike price Expiration date Option type
1.45EUR - -
Bid Size: -
-
Ask Size: -
Roche Holding Ltd 250.00 - 19/12/2025 Put
 

Master data

WKN: PC38M8
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Roche Holding Ltd
Type: Warrant
Option type: Put
Strike price: 250.00 -
Maturity: 19/12/2025
Issue date: 31/01/2024
Last trading day: 18/12/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -20.68
Leverage: Yes

Calculated values

Fair value: 0.80
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.23
Parity: -4.78
Time value: 1.44
Break-even: 235.60
Moneyness: 0.84
Premium: 0.21
Premium p.a.: 0.15
Spread abs.: 0.01
Spread %: 0.70%
Delta: -0.21
Theta: -0.02
Omega: -4.26
Rho: -1.05
 

Quote data

Open: 1.45
High: 1.45
Low: 1.45
Previous Close: 1.51
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.97%
1 Month
  -44.66%
3 Months
  -67.49%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.51 1.41
1M High / 1M Low: 3.01 1.41
6M High / 6M Low: 4.84 1.41
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.47
Avg. volume 1W:   0.00
Avg. price 1M:   2.13
Avg. volume 1M:   0.00
Avg. price 6M:   3.53
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   121.85%
Volatility 6M:   80.26%
Volatility 1Y:   -
Volatility 3Y:   -