BNP Paribas Put 280 RHHVF 19.12.2025
/ DE000PC38NA2
BNP Paribas Put 280 RHHVF 19.12.2.../ DE000PC38NA2 /
| 2024-09-25 4:21:02 PM |
Chg.-0.200 |
Bid5:19:05 PM |
Ask5:19:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.290EUR |
-5.73% |
-
Bid Size: - |
-
Ask Size: - |
Roche Holding Ltd |
280.00 - |
2025-12-19 |
Put |
Master data
| WKN: |
PC38NA |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Roche Holding Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
280.00 - |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.23 |
| Parity: |
-0.36 |
| Time value: |
3.45 |
| Break-even: |
245.50 |
| Moneyness: |
0.99 |
| Premium: |
0.13 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.29% |
| Delta: |
-0.37 |
| Theta: |
-0.03 |
| Omega: |
-3.04 |
| Rho: |
-1.72 |
Quote data
| Open: |
3.320 |
| High: |
3.320 |
| Low: |
3.210 |
| Previous Close: |
3.490 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.53% |
| 1 Month |
|
|
+15.04% |
| 3 Months |
|
|
-27.85% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.520 |
3.380 |
| 1M High / 1M Low: |
3.870 |
2.620 |
| 6M High / 6M Low: |
7.410 |
2.620 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.468 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.288 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.800 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.70% |
| Volatility 6M: |
|
86.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
