BNP Paribas Put 70 HOLN 20.12.2024
/ DE000PZ1EP71
BNP Paribas Put 70 HOLN 20.12.202.../ DE000PZ1EP71 /
| 14/10/2024 16:20:55 |
Chg.-0.006 |
Bid17:17:35 |
Ask17:17:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.038EUR |
-13.64% |
-
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: |
-109.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.21 |
| Parity: |
-1.38 |
| Time value: |
0.08 |
| Break-even: |
73.86 |
| Moneyness: |
0.84 |
| Premium: |
0.16 |
| Premium p.a.: |
1.30 |
| Spread abs.: |
0.04 |
| Spread %: |
88.37% |
| Delta: |
-0.11 |
| Theta: |
-0.02 |
| Omega: |
-12.40 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.041 |
| High: |
0.041 |
| Low: |
0.038 |
| Previous Close: |
0.044 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-34.48% |
| 1 Month |
|
|
-54.76% |
| 3 Months |
|
|
-62.00% |
| YTD |
|
|
-95.96% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.058 |
0.044 |
| 1M High / 1M Low: |
0.082 |
0.044 |
| 6M High / 6M Low: |
0.370 |
0.044 |
| High (YTD): |
17/01/2024 |
1.100 |
| Low (YTD): |
11/10/2024 |
0.044 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.050 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.058 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.156 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
205.51% |
| Volatility 6M: |
|
231.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
