BNP Paribas Put 70 HOLN 20.12.2024
/ DE000PZ1EP71
BNP Paribas Put 70 HOLN 20.12.202.../ DE000PZ1EP71 /
2024-08-07 4:21:05 PM |
Chg.-0.100 |
Bid4:53:50 PM |
Ask4:53:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.220EUR |
-31.25% |
0.220 Bid Size: 30,500 |
0.230 Ask Size: 30,500 |
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: |
0.210 |
Previous Close: |
0.320 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+100.00% |
1 Month |
|
|
+46.67% |
3 Months |
|
|
-15.38% |
YTD |
|
|
-76.60% |
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: |
|
- |