BNP Paribas Put 60 HOLN 20.09.2024
/ DE000PN8TMW7
BNP Paribas Put 60 HOLN 20.09.202.../ DE000PN8TMW7 /
2024-07-11 10:11:44 AM |
Chg.-0.002 |
Bid2024-07-11 |
Ask2024-07-11 |
Underlying |
Strike price |
Expiration date |
Option type |
0.010EUR |
-16.67% |
0.010 Bid Size: 100,000 |
0.081 Ask Size: 100,000 |
HOLCIM N |
60.00 CHF |
2024-09-20 |
Put |
Master data
WKN: |
PN8TMW |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
HOLCIM N |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
60.00 CHF |
Maturity: |
2024-09-20 |
Issue date: |
2023-09-26 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-102.35 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.54 |
Historic volatility: |
0.23 |
Parity: |
-2.13 |
Time value: |
0.08 |
Break-even: |
60.83 |
Moneyness: |
0.74 |
Premium: |
0.27 |
Premium p.a.: |
2.37 |
Spread abs.: |
0.07 |
Spread %: |
575.00% |
Delta: |
-0.08 |
Theta: |
-0.02 |
Omega: |
-8.36 |
Rho: |
-0.01 |
Quote data
Open: |
0.010 |
High: |
0.010 |
Low: |
0.010 |
Previous Close: |
0.012 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-28.57% |
1 Month |
|
|
-47.37% |
3 Months |
|
|
-87.01% |
YTD |
|
|
-96.88% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.014 |
0.010 |
1M High / 1M Low: |
0.024 |
0.010 |
6M High / 6M Low: |
0.380 |
0.010 |
High (YTD): |
2024-01-17 |
0.380 |
Low (YTD): |
2024-07-09 |
0.010 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.012 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.018 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.115 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
221.61% |
Volatility 6M: |
|
147.03% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |