BNP Paribas Put 70 HOLN 19.09.2025
/ DE000PG6ASA3
BNP Paribas Put 70 HOLN 19.09.202.../ DE000PG6ASA3 /
2024-09-12 4:21:02 PM |
Chg.-0.040 |
Bid4:57:42 PM |
Ask4:57:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.430EUR |
-8.51% |
- Bid Size: - |
- Ask Size: - |
HOLCIM N |
70.00 CHF |
2025-09-19 |
Put |
Master data
WKN: |
PG6ASA |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
HOLCIM N |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
70.00 CHF |
Maturity: |
2025-09-19 |
Issue date: |
2024-08-13 |
Last trading day: |
2025-09-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-17.50 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.22 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.31 |
Historic volatility: |
0.21 |
Parity: |
-0.94 |
Time value: |
0.48 |
Break-even: |
69.79 |
Moneyness: |
0.89 |
Premium: |
0.17 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.01 |
Spread %: |
2.13% |
Delta: |
-0.26 |
Theta: |
-0.01 |
Omega: |
-4.51 |
Rho: |
-0.27 |
Quote data
Open: |
0.420 |
High: |
0.440 |
Low: |
0.420 |
Previous Close: |
0.470 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.470 |
0.430 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.446 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |