BNP Paribas Put 70 HOLN 20.09.2024
/ DE000PC1L0D8
BNP Paribas Put 70 HOLN 20.09.202.../ DE000PC1L0D8 /
8/7/2024 3:21:17 PM |
Chg.-0.093 |
Bid4:19:29 PM |
Ask4:19:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.067EUR |
-58.13% |
0.074 Bid Size: 36,000 |
0.084 Ask Size: 36,000 |
HOLCIM N |
70.00 CHF |
9/20/2024 |
Put |
Master data
WKN: |
PC1L0D |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
HOLCIM N |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
70.00 CHF |
Maturity: |
9/20/2024 |
Issue date: |
12/11/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-48.45 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.11 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.21 |
Parity: |
-0.23 |
Time value: |
0.16 |
Break-even: |
73.61 |
Moneyness: |
0.97 |
Premium: |
0.05 |
Premium p.a.: |
0.50 |
Spread abs.: |
0.01 |
Spread %: |
6.67% |
Delta: |
-0.33 |
Theta: |
-0.03 |
Omega: |
-16.14 |
Rho: |
-0.03 |
Quote data
Open: |
0.120 |
High: |
0.120 |
Low: |
0.067 |
Previous Close: |
0.160 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+179.17% |
1 Month |
|
|
+21.82% |
3 Months |
|
|
-55.33% |
YTD |
|
|
-92.30% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.160 |
0.024 |
1M High / 1M Low: |
0.160 |
0.024 |
6M High / 6M Low: |
0.940 |
0.024 |
High (YTD): |
1/17/2024 |
1.040 |
Low (YTD): |
7/31/2024 |
0.024 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.106 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.047 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.215 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
898.00% |
Volatility 6M: |
|
409.21% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |