BNP Paribas Put 260 RHHVF 20.06.2025
/ DE000PC1HS66
BNP Paribas Put 260 RHHVF 20.06.2.../ DE000PC1HS66 /
| 2024-06-21 9:04:43 AM |
Chg.-0.15 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.74EUR |
-5.19% |
-
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: |
-9.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.63 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.22 |
| Parity: |
-0.35 |
| Time value: |
2.68 |
| Break-even: |
233.20 |
| Moneyness: |
0.99 |
| Premium: |
0.11 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
0.37% |
| Delta: |
-0.38 |
| Theta: |
-0.03 |
| Omega: |
-3.71 |
| Rho: |
-1.25 |
Quote data
| Open: |
2.74 |
| High: |
2.74 |
| Low: |
2.74 |
| Previous Close: |
2.89 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.16% |
| 1 Month |
|
|
-29.20% |
| 3 Months |
|
|
-40.04% |
| YTD |
|
|
-32.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.16 |
2.74 |
| 1M High / 1M Low: |
4.35 |
2.74 |
| 6M High / 6M Low: |
5.46 |
2.74 |
| High (YTD): |
2024-05-03 |
5.46 |
| Low (YTD): |
2024-06-21 |
2.74 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.98 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.60 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.26 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
56.59% |
| Volatility 6M: |
|
72.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
