BNP Paribas Put 240 RHHVF 19.12.2025
/ DE000PC38M76
BNP Paribas Put 240 RHHVF 19.12.2.../ DE000PC38M76 /
| 2024-06-21 9:58:40 AM |
Chg.-0.04 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.08EUR |
-1.89% |
-
Bid Size: - |
-
Ask Size: - |
Roche Holding Ltd |
240.00 - |
2025-12-19 |
Put |
Master data
| WKN: |
PC38M7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Roche Holding Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
240.00 - |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-13.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.22 |
| Parity: |
-2.35 |
| Time value: |
2.02 |
| Break-even: |
219.80 |
| Moneyness: |
0.91 |
| Premium: |
0.17 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.50% |
| Delta: |
-0.28 |
| Theta: |
-0.02 |
| Omega: |
-3.64 |
| Rho: |
-1.40 |
Quote data
| Open: |
2.08 |
| High: |
2.08 |
| Low: |
2.08 |
| Previous Close: |
2.12 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.56% |
| 1 Month |
|
|
-27.02% |
| 3 Months |
|
|
-34.38% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.34 |
2.08 |
| 1M High / 1M Low: |
3.23 |
2.08 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.21 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.63 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
54.59% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
