BNP Paribas Put 260 RHHVF 20.06.2025
/ DE000PC1HS66
BNP Paribas Put 260 RHHVF 20.06.2.../ DE000PC1HS66 /
2024-10-09 9:15:45 AM |
Chg.-0.21 |
Bid8:00:04 PM |
Ask8:00:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.97EUR |
-9.63% |
- Bid Size: - |
- Ask Size: - |
Roche Holding Ltd |
260.00 - |
2025-06-20 |
Put |
Master data
WKN: |
PC1HS6 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Roche Holding Ltd |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
260.00 - |
Maturity: |
2025-06-20 |
Issue date: |
2023-12-11 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-13.82 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.07 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.35 |
Historic volatility: |
0.23 |
Parity: |
-1.77 |
Time value: |
2.01 |
Break-even: |
239.90 |
Moneyness: |
0.94 |
Premium: |
0.14 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.01 |
Spread %: |
0.50% |
Delta: |
-0.33 |
Theta: |
-0.05 |
Omega: |
-4.50 |
Rho: |
-0.77 |
Quote data
Open: |
1.97 |
High: |
1.97 |
Low: |
1.97 |
Previous Close: |
2.18 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+5.35% |
1 Month |
|
|
+20.12% |
3 Months |
|
|
-36.25% |
YTD |
|
|
-51.60% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.18 |
1.86 |
1M High / 1M Low: |
2.35 |
1.46 |
6M High / 6M Low: |
5.46 |
1.21 |
High (YTD): |
2024-05-03 |
5.46 |
Low (YTD): |
2024-09-02 |
1.21 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.02 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.83 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.83 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
155.91% |
Volatility 6M: |
|
121.85% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |