BNP Paribas Put 260 RHHVF 20.06.2025
/ DE000PC1HS66
BNP Paribas Put 260 RHHVF 20.06.2.../ DE000PC1HS66 /
| 2024-09-25 9:16:19 AM |
Chg.-0.07 |
Bid5:20:00 PM |
Ask5:20:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.63EUR |
-4.12% |
-
Bid Size: - |
-
Ask Size: - |
Roche Holding Ltd |
260.00 - |
2025-06-20 |
Put |
Master data
| WKN: |
PC1HS6 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Roche Holding Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
260.00 - |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-16.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.94 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.23 |
| Parity: |
-2.36 |
| Time value: |
1.72 |
| Break-even: |
242.80 |
| Moneyness: |
0.92 |
| Premium: |
0.14 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.01 |
| Spread %: |
0.58% |
| Delta: |
-0.30 |
| Theta: |
-0.04 |
| Omega: |
-4.87 |
| Rho: |
-0.74 |
Quote data
| Open: |
1.63 |
| High: |
1.63 |
| Low: |
1.63 |
| Previous Close: |
1.70 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.43% |
| 1 Month |
|
|
+17.27% |
| 3 Months |
|
|
-36.82% |
| YTD |
|
|
-59.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.78 |
1.70 |
| 1M High / 1M Low: |
2.35 |
1.21 |
| 6M High / 6M Low: |
5.46 |
1.21 |
| High (YTD): |
2024-05-03 |
5.46 |
| Low (YTD): |
2024-09-02 |
1.21 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.73 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.65 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.03 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
157.33% |
| Volatility 6M: |
|
118.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
