BNP Paribas Put 220 RHHVF 20.06.2025
/ DE000PC1HS33
BNP Paribas Put 220 RHHVF 20.06.2.../ DE000PC1HS33 /
| 2024-09-25 4:21:04 PM |
Chg.-0.030 |
Bid4:32:11 PM |
Ask4:32:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
-6.25% |
-
Bid Size: - |
-
Ask Size: - |
Roche Holding Ltd |
220.00 - |
2025-06-20 |
Put |
Master data
| WKN: |
PC1HS3 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Roche Holding Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
220.00 - |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-57.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.23 |
| Parity: |
-6.36 |
| Time value: |
0.49 |
| Break-even: |
215.10 |
| Moneyness: |
0.78 |
| Premium: |
0.24 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.01 |
| Spread %: |
2.08% |
| Delta: |
-0.12 |
| Theta: |
-0.02 |
| Omega: |
-6.84 |
| Rho: |
-0.28 |
Quote data
| Open: |
0.450 |
| High: |
0.450 |
| Low: |
0.430 |
| Previous Close: |
0.480 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.46% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-48.28% |
| YTD |
|
|
-73.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.470 |
| 1M High / 1M Low: |
0.630 |
0.380 |
| 6M High / 6M Low: |
2.290 |
0.380 |
| High (YTD): |
2024-02-09 |
2.330 |
| Low (YTD): |
2024-09-02 |
0.380 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.492 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.501 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.093 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
136.32% |
| Volatility 6M: |
|
148.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
