BNP Paribas Put 60 HOLN 20.06.2025
/ DE000PC1L0E6
BNP Paribas Put 60 HOLN 20.06.202.../ DE000PC1L0E6 /
| 9/12/2024 3:21:19 PM |
Chg.-0.020 |
Bid4:09:03 PM |
Ask4:09:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.140EUR |
-12.50% |
0.140
Bid Size: 32,000 |
0.150
Ask Size: 32,000 |
HOLCIM N |
60.00 CHF |
6/20/2025 |
Put |
Master data
| WKN: |
PC1L0E |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 CHF |
| Maturity: |
6/20/2025 |
| Issue date: |
12/11/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-49.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.21 |
| Parity: |
-2.01 |
| Time value: |
0.17 |
| Break-even: |
62.23 |
| Moneyness: |
0.76 |
| Premium: |
0.26 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.01 |
| Spread %: |
6.25% |
| Delta: |
-0.12 |
| Theta: |
-0.01 |
| Omega: |
-6.02 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.130 |
| High: |
0.140 |
| Low: |
0.130 |
| Previous Close: |
0.160 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-26.32% |
| 3 Months |
|
|
-6.67% |
| YTD |
|
|
-76.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.160 |
0.140 |
| 1M High / 1M Low: |
0.200 |
0.110 |
| 6M High / 6M Low: |
0.300 |
0.110 |
| High (YTD): |
1/23/2024 |
0.670 |
| Low (YTD): |
8/27/2024 |
0.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.148 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.141 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.190 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.73% |
| Volatility 6M: |
|
140.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
