BNP Paribas Put 260 RHHVF 19.12.2025
/ DE000PC38M92
BNP Paribas Put 260 RHHVF 19.12.2.../ DE000PC38M92 /
| 2024-09-25 9:50:39 AM |
Chg.-0.05 |
Bid3:57:00 PM |
Ask3:57:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.19EUR |
-2.23% |
2.11
Bid Size: 4,000 |
2.12
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: |
-12.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.34 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.23 |
| Parity: |
-2.36 |
| Time value: |
2.27 |
| Break-even: |
237.30 |
| Moneyness: |
0.92 |
| Premium: |
0.16 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
0.44% |
| Delta: |
-0.29 |
| Theta: |
-0.03 |
| Omega: |
-3.68 |
| Rho: |
-1.31 |
Quote data
| Open: |
2.19 |
| High: |
2.19 |
| Low: |
2.19 |
| Previous Close: |
2.24 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.60% |
| 1 Month |
|
|
+18.38% |
| 3 Months |
|
|
-27.72% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.32 |
2.23 |
| 1M High / 1M Low: |
2.93 |
1.73 |
| 6M High / 6M Low: |
5.67 |
1.73 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.27 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.19 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.42 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.91% |
| Volatility 6M: |
|
92.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
