BNP Paribas Put 60 HOLN 19.12.2025
/ DE000PC390A5
BNP Paribas Put 60 HOLN 19.12.202.../ DE000PC390A5 /
| 12/09/2024 10:24:42 |
Chg.0.000 |
Bid12:07:55 |
Ask12:07:55 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
0.00% |
0.250
Bid Size: 21,500 |
0.260
Ask Size: 21,500 |
HOLCIM N |
60.00 CHF |
19/12/2025 |
Put |
Master data
| WKN: |
PC390A |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 CHF |
| Maturity: |
19/12/2025 |
| Issue date: |
31/01/2024 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-30.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.21 |
| Parity: |
-2.01 |
| Time value: |
0.28 |
| Break-even: |
61.13 |
| Moneyness: |
0.76 |
| Premium: |
0.27 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.01 |
| Spread %: |
3.70% |
| Delta: |
-0.15 |
| Theta: |
-0.01 |
| Omega: |
-4.43 |
| Rho: |
-0.19 |
Quote data
| Open: |
0.250 |
| High: |
0.250 |
| Low: |
0.250 |
| Previous Close: |
0.250 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-16.67% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.250 |
| 1M High / 1M Low: |
0.310 |
0.200 |
| 6M High / 6M Low: |
0.440 |
0.200 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.254 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.244 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.299 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.86% |
| Volatility 6M: |
|
101.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
