BNP Paribas Put 280 RHHVF 19.12.2025
/ DE000PC38NA2
BNP Paribas Put 280 RHHVF 19.12.2.../ DE000PC38NA2 /
| 2024-06-17 10:13:35 AM |
Chg.+0.16 |
Bid11:05:29 AM |
Ask11:05:29 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.08EUR |
+3.25% |
5.10
Bid Size: 4,000 |
5.11
Ask Size: 4,000 |
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: |
-5.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.11 |
| Intrinsic value: |
2.17 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.22 |
| Parity: |
2.17 |
| Time value: |
2.75 |
| Break-even: |
230.80 |
| Moneyness: |
1.08 |
| Premium: |
0.11 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.20% |
| Delta: |
-0.44 |
| Theta: |
-0.02 |
| Omega: |
-2.29 |
| Rho: |
-2.44 |
Quote data
| Open: |
5.08 |
| High: |
5.08 |
| Low: |
5.08 |
| Previous Close: |
4.92 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.97% |
| 1 Month |
|
|
-7.97% |
| 3 Months |
|
|
-16.86% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.40 |
4.92 |
| 1M High / 1M Low: |
6.36 |
4.92 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.17 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.67 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
39.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
