BNP Paribas Put 100 HOLN 19.12.2025
/ DE000PG42JS5
BNP Paribas Put 100 HOLN 19.12.20.../ DE000PG42JS5 /
9/12/2024 9:29:24 AM |
Chg.-0.06 |
Bid10:45:53 AM |
Ask10:45:53 AM |
Underlying |
Strike price |
Expiration date |
Option type |
2.46EUR |
-2.38% |
2.49 Bid Size: 20,500 |
2.51 Ask Size: 20,500 |
HOLCIM N |
100.00 CHF |
12/19/2025 |
Put |
Master data
WKN: |
PG42JS |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
HOLCIM N |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
100.00 CHF |
Maturity: |
12/19/2025 |
Issue date: |
7/29/2024 |
Last trading day: |
12/18/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-3.16 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.26 |
Intrinsic value: |
2.26 |
Implied volatility: |
0.39 |
Historic volatility: |
0.21 |
Parity: |
2.26 |
Time value: |
0.40 |
Break-even: |
79.95 |
Moneyness: |
1.27 |
Premium: |
0.05 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.02 |
Spread %: |
0.76% |
Delta: |
-0.59 |
Theta: |
-0.01 |
Omega: |
-1.86 |
Rho: |
-0.96 |
Quote data
Open: |
2.46 |
High: |
2.46 |
Low: |
2.46 |
Previous Close: |
2.52 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-2.38% |
1 Month |
|
|
-10.87% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.66 |
2.52 |
1M High / 1M Low: |
2.84 |
2.29 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.56 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.51 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
51.28% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |