BNP Paribas Put 70 HOLN 20.12.2024
/ DE000PZ1EP71
BNP Paribas Put 70 HOLN 20.12.202.../ DE000PZ1EP71 /
| 2024-08-07 1:20:58 PM |
Chg.-0.090 |
Bid2:16:12 PM |
Ask2:16:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.230EUR |
-28.13% |
0.220
Bid Size: 30,000 |
0.230
Ask Size: 30,000 |
HOLCIM N |
70.00 CHF |
2024-12-20 |
Put |
Master data
| WKN: |
PZ1EP7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
70.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-11-15 |
| Last trading day: |
2024-12-19 |
| 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: |
0.280 |
| High: |
0.280 |
| Low: |
0.220 |
| Previous Close: |
0.320 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+109.09% |
| 1 Month |
|
|
+53.33% |
| 3 Months |
|
|
-11.54% |
| YTD |
|
|
-75.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.110 |
| 1M High / 1M Low: |
0.320 |
0.090 |
| 6M High / 6M Low: |
1.000 |
0.090 |
| High (YTD): |
2024-01-17 |
1.100 |
| Low (YTD): |
2024-07-26 |
0.090 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.233 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.130 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.305 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
381.76% |
| Volatility 6M: |
|
206.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
