BNP Paribas Put 60 HOLN 20.06.2025
/ DE000PC1L0E6
BNP Paribas Put 60 HOLN 20.06.202.../ DE000PC1L0E6 /
| 10/14/2024 9:19:31 AM |
Chg.0.000 |
Bid3:01:57 PM |
Ask3:01:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.090EUR |
0.00% |
0.085
Bid Size: 43,500 |
0.095
Ask Size: 43,500 |
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: |
-88.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.21 |
| Parity: |
-2.44 |
| Time value: |
0.10 |
| Break-even: |
63.01 |
| Moneyness: |
0.72 |
| Premium: |
0.29 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.01 |
| Spread %: |
11.11% |
| Delta: |
-0.08 |
| Theta: |
-0.01 |
| Omega: |
-7.16 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.090 |
| High: |
0.090 |
| Low: |
0.090 |
| Previous Close: |
0.090 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.00% |
| 1 Month |
|
|
-30.77% |
| 3 Months |
|
|
-30.77% |
| YTD |
|
|
-85.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.090 |
| 1M High / 1M Low: |
0.130 |
0.086 |
| 6M High / 6M Low: |
0.320 |
0.086 |
| High (YTD): |
1/17/2024 |
0.670 |
| Low (YTD): |
9/26/2024 |
0.086 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.100 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.104 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.165 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
179.85% |
| Volatility 6M: |
|
157.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
