BNP Paribas Put 260 RHHVF 20.06.2025
/ DE000PC1HS66
BNP Paribas Put 260 RHHVF 20.06.2.../ DE000PC1HS66 /
31/07/2024 16:21:20 |
Chg.-0.010 |
Bid16:50:43 |
Ask16:50:43 |
Underlying |
Strike price |
Expiration date |
Option type |
1.310EUR |
-0.76% |
1.300 Bid Size: 5,000 |
1.310 Ask Size: 5,000 |
Roche Holding Ltd |
260.00 - |
20/06/2025 |
Put |
Master data
WKN: |
PC1HS6 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Roche Holding Ltd |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
260.00 - |
Maturity: |
20/06/2025 |
Issue date: |
11/12/2023 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-22.29 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.76 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.23 |
Parity: |
-3.64 |
Time value: |
1.33 |
Break-even: |
246.70 |
Moneyness: |
0.88 |
Premium: |
0.17 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.01 |
Spread %: |
0.76% |
Delta: |
-0.24 |
Theta: |
-0.03 |
Omega: |
-5.25 |
Rho: |
-0.74 |
Quote data
Open: |
1.340 |
High: |
1.340 |
Low: |
1.310 |
Previous Close: |
1.320 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-22.94% |
1 Month |
|
|
-53.38% |
3 Months |
|
|
-73.54% |
YTD |
|
|
-67.97% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.700 |
1.280 |
1M High / 1M Low: |
3.210 |
1.280 |
6M High / 6M Low: |
5.420 |
1.280 |
High (YTD): |
09/02/2024 |
5.420 |
Low (YTD): |
26/07/2024 |
1.280 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.432 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.217 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.950 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
143.94% |
Volatility 6M: |
|
94.97% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |