BNP Paribas Put 70 HOLN 20.06.2025
/ DE000PC1L0F3
BNP Paribas Put 70 HOLN 20.06.202.../ DE000PC1L0F3 /
9/12/2024 2:20:56 PM |
Chg.-0.040 |
Bid2:32:05 PM |
Ask2:32:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.350EUR |
-10.26% |
0.360 Bid Size: 20,500 |
0.370 Ask Size: 20,500 |
HOLCIM N |
70.00 CHF |
6/20/2025 |
Put |
Master data
WKN: |
PC1L0F |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
HOLCIM N |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
70.00 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: |
-21.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.17 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.31 |
Historic volatility: |
0.21 |
Parity: |
-0.94 |
Time value: |
0.40 |
Break-even: |
70.59 |
Moneyness: |
0.89 |
Premium: |
0.16 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.01 |
Spread %: |
2.56% |
Delta: |
-0.25 |
Theta: |
-0.01 |
Omega: |
-5.29 |
Rho: |
-0.19 |
Quote data
Open: |
0.340 |
High: |
0.350 |
Low: |
0.340 |
Previous Close: |
0.390 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-25.53% |
3 Months |
|
|
+6.06% |
YTD |
|
|
-70.83% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.390 |
0.350 |
1M High / 1M Low: |
0.490 |
0.280 |
6M High / 6M Low: |
0.630 |
0.280 |
High (YTD): |
1/23/2024 |
1.330 |
Low (YTD): |
8/26/2024 |
0.280 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.368 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.355 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.423 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
103.50% |
Volatility 6M: |
|
130.22% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |