BNP Paribas Put 70 HOLN 20.09.2024
/ DE000PC1L0D8
BNP Paribas Put 70 HOLN 20.09.202.../ DE000PC1L0D8 /
| 2024-08-07 4:21:18 PM |
Chg.-0.087 |
Bid5:19:32 PM |
Ask5:19:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.073EUR |
-54.38% |
-
Bid Size: - |
-
Ask Size: - |
HOLCIM N |
70.00 CHF |
2024-09-20 |
Put |
Master data
| WKN: |
PC1L0D |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
70.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2024-09-19 |
| 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 |
|
|
+204.17% |
| 1 Month |
|
|
+32.73% |
| 3 Months |
|
|
-51.33% |
| YTD |
|
|
-91.61% |
| 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): |
2024-01-17 |
1.040 |
| Low (YTD): |
2024-07-31 |
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: |
|
- |
