BNP Paribas Put 80 HOLN 20.06.2025
/ DE000PC6NTY8
BNP Paribas Put 80 HOLN 20.06.202.../ DE000PC6NTY8 /
| 2024-06-14 4:21:20 PM |
Chg.+0.090 |
Bid5:10:29 PM |
Ask5:10:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
+12.50% |
-
Bid Size: - |
-
Ask Size: - |
HOLCIM N |
80.00 CHF |
2025-06-20 |
Put |
Master data
| WKN: |
PC6NTY |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 CHF |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-03-14 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.06 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.23 |
| Parity: |
0.06 |
| Time value: |
0.77 |
| Break-even: |
75.65 |
| Moneyness: |
1.01 |
| Premium: |
0.09 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
1.22% |
| Delta: |
-0.40 |
| Theta: |
-0.01 |
| Omega: |
-4.04 |
| Rho: |
-0.42 |
Quote data
| Open: |
0.760 |
| High: |
0.810 |
| Low: |
0.760 |
| Previous Close: |
0.720 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.19% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-26.36% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.810 |
0.710 |
| 1M High / 1M Low: |
0.880 |
0.710 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.760 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.803 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
