BNP Paribas Put 70 HOLN 21.03.2025
/ DE000PC7ZT59
BNP Paribas Put 70 HOLN 21.03.202.../ DE000PC7ZT59 /
| 18/11/2024 09:47:33 |
Chg.+0.003 |
Bid20:00:03 |
Ask20:00:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.057EUR |
+5.56% |
-
Bid Size: - |
-
Ask Size: - |
HOLCIM N |
70.00 CHF |
21/03/2025 |
Put |
Master data
| WKN: |
PC7ZT5 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
70.00 CHF |
| Maturity: |
21/03/2025 |
| Issue date: |
09/04/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-116.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.21 |
| Parity: |
-1.95 |
| Time value: |
0.08 |
| Break-even: |
74.00 |
| Moneyness: |
0.79 |
| Premium: |
0.22 |
| Premium p.a.: |
0.78 |
| Spread abs.: |
0.02 |
| Spread %: |
39.66% |
| Delta: |
-0.09 |
| Theta: |
-0.01 |
| Omega: |
-10.33 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.057 |
| High: |
0.057 |
| Low: |
0.057 |
| Previous Close: |
0.054 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+42.50% |
| 1 Month |
|
|
-36.67% |
| 3 Months |
|
|
-76.25% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.054 |
0.040 |
| 1M High / 1M Low: |
0.100 |
0.040 |
| 6M High / 6M Low: |
0.420 |
0.040 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.047 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.068 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.187 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
233.77% |
| Volatility 6M: |
|
192.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
