BNP Paribas Put 220 RHHVF 19.12.2025
/ DE000PC38M68
BNP Paribas Put 220 RHHVF 19.12.2.../ DE000PC38M68 /
| 2024-09-25 4:21:20 PM |
Chg.-0.050 |
Bid5:16:06 PM |
Ask5:16:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.790EUR |
-5.95% |
-
Bid Size: - |
-
Ask Size: - |
Roche Holding Ltd |
220.00 - |
2025-12-19 |
Put |
Master data
| WKN: |
PC38M6 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Roche Holding Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
220.00 - |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-33.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.23 |
| Parity: |
-6.36 |
| Time value: |
0.85 |
| Break-even: |
211.50 |
| Moneyness: |
0.78 |
| Premium: |
0.25 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.01 |
| Spread %: |
1.19% |
| Delta: |
-0.15 |
| Theta: |
-0.02 |
| Omega: |
-4.92 |
| Rho: |
-0.62 |
Quote data
| Open: |
0.800 |
| High: |
0.800 |
| Low: |
0.770 |
| Previous Close: |
0.840 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.20% |
| 1 Month |
|
|
+5.33% |
| 3 Months |
|
|
-36.80% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.820 |
| 1M High / 1M Low: |
1.000 |
0.670 |
| 6M High / 6M Low: |
2.630 |
0.660 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.846 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.839 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.436 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.47% |
| Volatility 6M: |
|
104.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
