BNP Paribas Put 260 RHHVF 19.12.2025
/ DE000PC38M92
BNP Paribas Put 260 RHHVF 19.12.2.../ DE000PC38M92 /
| 2024-06-17 10:13:35 AM |
Chg.+0.13 |
Bid12:42:45 PM |
Ask12:42:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.57EUR |
+3.78% |
3.65
Bid Size: 4,000 |
3.66
Ask Size: 4,000 |
Roche Holding Ltd |
260.00 - |
2025-12-19 |
Put |
Master data
| WKN: |
PC38M9 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Roche Holding Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
260.00 - |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.09 |
| Intrinsic value: |
0.17 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.22 |
| Parity: |
0.17 |
| Time value: |
3.27 |
| Break-even: |
225.60 |
| Moneyness: |
1.01 |
| Premium: |
0.13 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.29% |
| Delta: |
-0.37 |
| Theta: |
-0.02 |
| Omega: |
-2.81 |
| Rho: |
-1.98 |
Quote data
| Open: |
3.57 |
| High: |
3.57 |
| Low: |
3.57 |
| Previous Close: |
3.44 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.80% |
| 1 Month |
|
|
-9.85% |
| 3 Months |
|
|
-19.96% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.84 |
3.44 |
| 1M High / 1M Low: |
4.69 |
3.44 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.65 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.09 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
46.55% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
