BNP Paribas Put 60 HOLN 20.12.2024
/ DE000PN7C529
BNP Paribas Put 60 HOLN 20.12.202.../ DE000PN7C529 /
| 2024-08-07 3:21:19 PM |
Chg.-0.037 |
Bid4:16:34 PM |
Ask4:16:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.063EUR |
-37.00% |
0.066
Bid Size: 61,000 |
0.081
Ask Size: 61,000 |
HOLCIM N |
60.00 CHF |
2024-12-20 |
Put |
Master data
| WKN: |
PN7C52 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-16 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-70.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.21 |
| Parity: |
-1.31 |
| Time value: |
0.11 |
| Break-even: |
63.37 |
| Moneyness: |
0.83 |
| Premium: |
0.18 |
| Premium p.a.: |
0.57 |
| Spread abs.: |
0.01 |
| Spread %: |
10.00% |
| Delta: |
-0.13 |
| Theta: |
-0.01 |
| Omega: |
-9.36 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.085 |
| High: |
0.085 |
| Low: |
0.063 |
| Previous Close: |
0.100 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+70.27% |
| 1 Month |
|
|
+31.25% |
| 3 Months |
|
|
-30.00% |
| YTD |
|
|
-84.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.100 |
0.037 |
| 1M High / 1M Low: |
0.100 |
0.033 |
| 6M High / 6M Low: |
0.400 |
0.033 |
| High (YTD): |
2024-01-17 |
0.460 |
| Low (YTD): |
2024-07-15 |
0.033 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.073 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.044 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.117 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
313.14% |
| Volatility 6M: |
|
176.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
