BNP Paribas Put 280 RHHVF 20.06.2025
/ DE000PC1HS74
BNP Paribas Put 280 RHHVF 20.06.2.../ DE000PC1HS74 /
| 11/13/2024 9:03:49 AM |
Chg.-0.13 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.03EUR |
-4.11% |
-
Bid Size: - |
-
Ask Size: - |
Roche Holding Ltd |
280.00 - |
6/20/2025 |
Put |
Master data
| WKN: |
PC1HS7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Roche Holding Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
280.00 - |
| Maturity: |
6/20/2025 |
| Issue date: |
12/11/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.68 |
| Intrinsic value: |
0.05 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.22 |
| Parity: |
0.05 |
| Time value: |
3.25 |
| Break-even: |
247.00 |
| Moneyness: |
1.00 |
| Premium: |
0.12 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.01 |
| Spread %: |
0.30% |
| Delta: |
-0.42 |
| Theta: |
-0.07 |
| Omega: |
-3.52 |
| Rho: |
-0.90 |
Quote data
| Open: |
3.03 |
| High: |
3.03 |
| Low: |
3.03 |
| Previous Close: |
3.16 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.29% |
| 1 Month |
|
|
+0.66% |
| 3 Months |
|
|
+17.44% |
| YTD |
|
|
-47.12% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.16 |
2.54 |
| 1M High / 1M Low: |
3.16 |
2.10 |
| 6M High / 6M Low: |
6.54 |
2.06 |
| High (YTD): |
5/3/2024 |
7.32 |
| Low (YTD): |
9/2/2024 |
2.06 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.95 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.66 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.52 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.26% |
| Volatility 6M: |
|
124.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
