BNP Paribas Put 70 HOLN 20.12.2024
/ DE000PZ1EP71
BNP Paribas Put 70 HOLN 20.12.202.../ DE000PZ1EP71 /
| 12/09/2024 16:21:00 |
Chg.-0.030 |
Bid17:08:17 |
Ask17:08:17 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.100EUR |
-23.08% |
-
Bid Size: - |
-
Ask Size: - |
HOLCIM N |
70.00 CHF |
20/12/2024 |
Put |
Master data
| WKN: |
PZ1EP7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
70.00 CHF |
| Maturity: |
20/12/2024 |
| Issue date: |
15/11/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-60.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.21 |
| Parity: |
-0.94 |
| Time value: |
0.14 |
| Break-even: |
73.19 |
| Moneyness: |
0.89 |
| Premium: |
0.13 |
| Premium p.a.: |
0.56 |
| Spread abs.: |
0.01 |
| Spread %: |
7.69% |
| Delta: |
-0.18 |
| Theta: |
-0.02 |
| Omega: |
-10.98 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.100 |
| High: |
0.110 |
| Low: |
0.100 |
| Previous Close: |
0.130 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.09% |
| 1 Month |
|
|
-50.00% |
| 3 Months |
|
|
-23.08% |
| YTD |
|
|
-89.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.130 |
0.110 |
| 1M High / 1M Low: |
0.210 |
0.079 |
| 6M High / 6M Low: |
0.370 |
0.079 |
| High (YTD): |
17/01/2024 |
1.100 |
| Low (YTD): |
02/09/2024 |
0.079 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.114 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.119 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.199 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
186.58% |
| Volatility 6M: |
|
216.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
