BNP Paribas Put 80 HOLN 20.12.2024
/ DE000PC6NTX0
BNP Paribas Put 80 HOLN 20.12.202.../ DE000PC6NTX0 /
| 2024-09-20 10:20:40 AM |
Chg.+0.020 |
Bid10:34:52 AM |
Ask10:34:52 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.220EUR |
+10.00% |
0.220
Bid Size: 26,000 |
0.230
Ask Size: 26,000 |
HOLCIM N |
80.00 CHF |
2024-12-20 |
Put |
Master data
| WKN: |
PC6NTX |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-14 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-42.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.21 |
| Parity: |
-0.46 |
| Time value: |
0.21 |
| Break-even: |
82.45 |
| Moneyness: |
0.95 |
| Premium: |
0.08 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.01 |
| Spread %: |
5.00% |
| Delta: |
-0.29 |
| Theta: |
-0.02 |
| Omega: |
-12.19 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.230 |
| High: |
0.230 |
| Low: |
0.220 |
| Previous Close: |
0.200 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-33.33% |
| 1 Month |
|
|
-50.00% |
| 3 Months |
|
|
-45.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.330 |
0.200 |
| 1M High / 1M Low: |
0.480 |
0.200 |
| 6M High / 6M Low: |
0.870 |
0.200 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.282 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.363 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.522 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
182.74% |
| Volatility 6M: |
|
183.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
