BNP Paribas Put 280 RHHVF 20.06.2025
/ DE000PC1HS74
BNP Paribas Put 280 RHHVF 20.06.2.../ DE000PC1HS74 /
2024-09-25 4:21:04 PM |
Chg.-0.210 |
Bid5:19:35 PM |
Ask5:19:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.740EUR |
-7.12% |
- Bid Size: - |
- Ask Size: - |
Roche Holding Ltd |
280.00 - |
2025-06-20 |
Put |
Master data
WKN: |
PC1HS7 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Roche Holding Ltd |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
280.00 - |
Maturity: |
2025-06-20 |
Issue date: |
2023-12-11 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-9.71 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.71 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.36 |
Historic volatility: |
0.23 |
Parity: |
-0.36 |
Time value: |
2.92 |
Break-even: |
250.80 |
Moneyness: |
0.99 |
Premium: |
0.12 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.01 |
Spread %: |
0.34% |
Delta: |
-0.39 |
Theta: |
-0.05 |
Omega: |
-3.80 |
Rho: |
-1.03 |
Quote data
Open: |
2.760 |
High: |
2.770 |
Low: |
2.660 |
Previous Close: |
2.950 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-8.97% |
1 Month |
|
|
+19.13% |
3 Months |
|
|
-34.45% |
YTD |
|
|
-52.43% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.020 |
2.860 |
1M High / 1M Low: |
3.400 |
2.060 |
6M High / 6M Low: |
7.270 |
2.060 |
High (YTD): |
2024-02-09 |
7.290 |
Low (YTD): |
2024-09-02 |
2.060 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.948 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.757 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.443 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
122.12% |
Volatility 6M: |
|
108.18% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |