BNP Paribas Put 100 HOLN 19.12.2025
/ DE000PG42JS5
BNP Paribas Put 100 HOLN 19.12.20.../ DE000PG42JS5 /
07/08/2024 09:50:51 |
Chg.+0.02 |
Bid16:01:56 |
Ask16:01:56 |
Underlying |
Strike price |
Expiration date |
Option type |
3.00EUR |
+0.67% |
2.84 Bid Size: 20,500 |
2.86 Ask Size: 20,500 |
HOLCIM N |
100.00 CHF |
19/12/2025 |
Put |
Master data
WKN: |
PG42JS |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
HOLCIM N |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
100.00 CHF |
Maturity: |
19/12/2025 |
Issue date: |
29/07/2024 |
Last trading day: |
18/12/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-2.47 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.99 |
Intrinsic value: |
2.99 |
Implied volatility: |
0.39 |
Historic volatility: |
0.21 |
Parity: |
2.99 |
Time value: |
0.15 |
Break-even: |
76.04 |
Moneyness: |
1.39 |
Premium: |
0.02 |
Premium p.a.: |
0.01 |
Spread abs.: |
0.02 |
Spread %: |
0.64% |
Delta: |
-0.65 |
Theta: |
-0.01 |
Omega: |
-1.60 |
Rho: |
-1.12 |
Quote data
Open: |
3.00 |
High: |
3.00 |
Low: |
3.00 |
Previous Close: |
2.98 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+31.58% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.08 |
2.28 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.74 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |