BNP Paribas Put 60 HOLN 20.06.202.../  DE000PC1L0E6  /

EUWAX
11/18/2024  9:14:09 AM Chg.+0.003 Bid8:00:04 PM Ask8:00:04 PM Underlying Strike price Expiration date Option type
0.060EUR +5.26% -
Bid Size: -
-
Ask Size: -
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: -116.40
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.21
Parity: -3.02
Time value: 0.08
Break-even: 63.31
Moneyness: 0.68
Premium: 0.33
Premium p.a.: 0.62
Spread abs.: 0.02
Spread %: 35.00%
Delta: -0.06
Theta: -0.01
Omega: -7.14
Rho: -0.04
 

Quote data

Open: 0.060
High: 0.060
Low: 0.060
Previous Close: 0.057
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+30.43%
1 Month
  -24.05%
3 Months
  -62.50%
YTD
  -90.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.057 0.046
1M High / 1M Low: 0.080 0.042
6M High / 6M Low: 0.250 0.042
High (YTD): 1/17/2024 0.670
Low (YTD): 11/6/2024 0.042
52W High: - -
52W Low: - -
Avg. price 1W:   0.051
Avg. volume 1W:   0.000
Avg. price 1M:   0.063
Avg. volume 1M:   0.000
Avg. price 6M:   0.131
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   185.36%
Volatility 6M:   168.82%
Volatility 1Y:   -
Volatility 3Y:   -