BNP Paribas Put 240 RHHVF 20.06.2025
/ DE000PC1HS41
BNP Paribas Put 240 RHHVF 20.06.2.../ DE000PC1HS41 /
| 2024-09-25 9:16:19 AM |
Chg.-0.040 |
Bid5:20:00 PM |
Ask5:20:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.880EUR |
-4.35% |
-
Bid Size: - |
-
Ask Size: - |
Roche Holding Ltd |
240.00 - |
2025-06-20 |
Put |
Master data
| WKN: |
PC1HS4 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Roche Holding Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
240.00 - |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-30.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.23 |
| Parity: |
-4.36 |
| Time value: |
0.94 |
| Break-even: |
230.60 |
| Moneyness: |
0.85 |
| Premium: |
0.19 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.01 |
| Spread %: |
1.08% |
| Delta: |
-0.20 |
| Theta: |
-0.03 |
| Omega: |
-5.93 |
| Rho: |
-0.48 |
Quote data
| Open: |
0.880 |
| High: |
0.880 |
| Low: |
0.880 |
| Previous Close: |
0.920 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.20% |
| 1 Month |
|
|
+10.00% |
| 3 Months |
|
|
-41.33% |
| YTD |
|
|
-67.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.980 |
0.920 |
| 1M High / 1M Low: |
1.470 |
0.690 |
| 6M High / 6M Low: |
3.750 |
0.690 |
| High (YTD): |
2024-05-03 |
3.750 |
| Low (YTD): |
2024-09-02 |
0.690 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.942 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.934 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.902 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
196.38% |
| Volatility 6M: |
|
135.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
