BNP Paribas Put 280 RHHVF 20.06.2025
/ DE000PC1HS74
BNP Paribas Put 280 RHHVF 20.06.2.../ DE000PC1HS74 /
| 31/07/2024 16:21:05 |
Chg.-0.010 |
Bid16:53:00 |
Ask16:53:00 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.210EUR |
-0.45% |
2.200
Bid Size: 4,000 |
2.210
Ask Size: 4,000 |
Roche Holding Ltd |
280.00 - |
20/06/2025 |
Put |
Master data
| WKN: |
PC1HS7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Roche Holding Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
280.00 - |
| Maturity: |
20/06/2025 |
| Issue date: |
11/12/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-13.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.38 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.23 |
| Parity: |
-1.64 |
| Time value: |
2.22 |
| Break-even: |
257.80 |
| Moneyness: |
0.94 |
| Premium: |
0.13 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
0.45% |
| Delta: |
-0.33 |
| Theta: |
-0.04 |
| Omega: |
-4.36 |
| Rho: |
-1.06 |
Quote data
| Open: |
2.240 |
| High: |
2.240 |
| Low: |
2.200 |
| Previous Close: |
2.220 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.07% |
| 1 Month |
|
|
-48.96% |
| 3 Months |
|
|
-67.31% |
| YTD |
|
|
-61.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.800 |
2.150 |
| 1M High / 1M Low: |
4.810 |
2.150 |
| 6M High / 6M Low: |
7.290 |
2.150 |
| High (YTD): |
09/02/2024 |
7.290 |
| Low (YTD): |
26/07/2024 |
2.150 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.386 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.487 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.597 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.07% |
| Volatility 6M: |
|
79.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
