BNP Paribas Put 70 HOLN 20.12.2024
/ DE000PZ1EP71
BNP Paribas Put 70 HOLN 20.12.202.../ DE000PZ1EP71 /
| 8/7/2024 10:09:01 AM |
Chg.0.000 |
Bid5:20:02 PM |
Ask5:20:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
HOLCIM N |
70.00 CHF |
12/20/2024 |
Put |
Master data
| WKN: |
PZ1EP7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
70.00 CHF |
| Maturity: |
12/20/2024 |
| Issue date: |
11/15/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-24.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.21 |
| Parity: |
-0.23 |
| Time value: |
0.32 |
| Break-even: |
72.01 |
| Moneyness: |
0.97 |
| Premium: |
0.07 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.01 |
| Spread %: |
3.23% |
| Delta: |
-0.36 |
| Theta: |
-0.01 |
| Omega: |
-8.72 |
| Rho: |
-0.12 |
Quote data
| Open: |
0.250 |
| High: |
0.250 |
| Low: |
0.250 |
| Previous Close: |
0.250 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+127.27% |
| 1 Month |
|
|
+92.31% |
| 3 Months |
|
|
-3.85% |
| YTD |
|
|
-73.40% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.110 |
| 1M High / 1M Low: |
0.310 |
0.090 |
| 6M High / 6M Low: |
0.940 |
0.090 |
| High (YTD): |
1/17/2024 |
1.100 |
| Low (YTD): |
7/23/2024 |
0.090 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.210 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.128 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.306 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
381.58% |
| Volatility 6M: |
|
203.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
