BNP Paribas Put 70 HOLN 20.09.2024
/ DE000PC1L0D8
BNP Paribas Put 70 HOLN 20.09.202.../ DE000PC1L0D8 /
| 7/11/2024 4:21:20 PM |
Chg.-0.008 |
Bid5:17:55 PM |
Ask5:17:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.036EUR |
-18.18% |
-
Bid Size: - |
-
Ask Size: - |
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: |
-102.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.23 |
| Parity: |
-1.10 |
| Time value: |
0.08 |
| Break-even: |
71.10 |
| Moneyness: |
0.87 |
| Premium: |
0.14 |
| Premium p.a.: |
0.98 |
| Spread abs.: |
0.04 |
| Spread %: |
88.37% |
| Delta: |
-0.13 |
| Theta: |
-0.02 |
| Omega: |
-13.28 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.038 |
| High: |
0.038 |
| Low: |
0.036 |
| Previous Close: |
0.044 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.77% |
| 1 Month |
|
|
-45.45% |
| 3 Months |
|
|
-84.35% |
| YTD |
|
|
-95.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.055 |
0.041 |
| 1M High / 1M Low: |
0.090 |
0.041 |
| 6M High / 6M Low: |
1.040 |
0.041 |
| High (YTD): |
1/17/2024 |
1.040 |
| Low (YTD): |
7/8/2024 |
0.041 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.047 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.064 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.346 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
341.48% |
| Volatility 6M: |
|
184.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
