BNP Paribas Put 280 RHHVF 20.06.2025
/ DE000PC1HS74
BNP Paribas Put 280 RHHVF 20.06.2.../ DE000PC1HS74 /
| 2024-07-31 3:28:46 PM |
Chg.0.00 |
Bid4:50:45 PM |
Ask4:50:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.21EUR |
0.00% |
2.19
Bid Size: 4,000 |
2.20
Ask Size: 4,000 |
Roche Holding Ltd |
280.00 - |
2025-06-20 |
Put |
Master data
| WKN: |
PC1HS7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Roche Holding Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
280.00 - |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-13.35 |
| 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: |
2.21 |
| High: |
2.21 |
| Low: |
2.21 |
| Previous Close: |
2.21 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.46% |
| 1 Month |
|
|
-47.75% |
| 3 Months |
|
|
-67.64% |
| YTD |
|
|
-61.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.85 |
2.12 |
| 1M High / 1M Low: |
5.03 |
2.12 |
| 6M High / 6M Low: |
7.32 |
2.12 |
| High (YTD): |
2024-05-03 |
7.32 |
| Low (YTD): |
2024-07-29 |
2.12 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.40 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.54 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.61 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.17% |
| Volatility 6M: |
|
77.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
