BNP Paribas Put 280 RHHVF 19.12.2025
/ DE000PC38NA2
BNP Paribas Put 280 RHHVF 19.12.2.../ DE000PC38NA2 /
| 05/07/2024 10:00:34 |
Chg.- |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.90EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Roche Holding Ltd |
280.00 - |
19/12/2025 |
Put |
Master data
| WKN: |
PC38NA |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Roche Holding Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
280.00 - |
| Maturity: |
19/12/2025 |
| Issue date: |
31/01/2024 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.54 |
| Intrinsic value: |
3.06 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.21 |
| Parity: |
3.06 |
| Time value: |
2.01 |
| Break-even: |
229.30 |
| Moneyness: |
1.12 |
| Premium: |
0.08 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.20% |
| Delta: |
-0.48 |
| Theta: |
-0.02 |
| Omega: |
-2.36 |
| Rho: |
-2.47 |
Quote data
| Open: |
4.90 |
| High: |
4.90 |
| Low: |
4.90 |
| Previous Close: |
5.25 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.93% |
| 1 Month |
|
|
-8.75% |
| 3 Months |
|
|
-31.66% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.25 |
4.67 |
| 1M High / 1M Low: |
5.40 |
4.41 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.86 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.86 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
58.87% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
