BNP Paribas Put 250 RHHVF 20.06.2025
/ DE000PC1HS58
BNP Paribas Put 250 RHHVF 20.06.2.../ DE000PC1HS58 /
| 11/10/2024 09:20:59 |
Chg.+0.020 |
Bid09:56:38 |
Ask09:56:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.390EUR |
+1.46% |
1.380
Bid Size: 5,000 |
1.390
Ask Size: 5,000 |
Roche Holding Ltd |
250.00 - |
20/06/2025 |
Put |
Master data
| WKN: |
PC1HS5 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Roche Holding Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
250.00 - |
| Maturity: |
20/06/2025 |
| Issue date: |
11/12/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-20.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.66 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.23 |
| Parity: |
-3.24 |
| Time value: |
1.39 |
| Break-even: |
236.10 |
| Moneyness: |
0.89 |
| Premium: |
0.16 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.01 |
| Spread %: |
0.72% |
| Delta: |
-0.25 |
| Theta: |
-0.04 |
| Omega: |
-5.18 |
| Rho: |
-0.59 |
Quote data
| Open: |
1.390 |
| High: |
1.390 |
| Low: |
1.390 |
| Previous Close: |
1.370 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.24% |
| 1 Month |
|
|
-4.79% |
| 3 Months |
|
|
-33.81% |
| YTD |
|
|
-58.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.640 |
1.370 |
| 1M High / 1M Low: |
1.640 |
1.160 |
| 6M High / 6M Low: |
4.540 |
0.910 |
| High (YTD): |
09/02/2024 |
4.550 |
| Low (YTD): |
02/09/2024 |
0.910 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.508 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.381 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.195 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
114.13% |
| Volatility 6M: |
|
126.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
