BNP Paribas Put 80 HOLN 19.06.2026
/ DE000PG440H9
BNP Paribas Put 80 HOLN 19.06.202.../ DE000PG440H9 /
9/12/2024 3:21:15 PM |
Chg.-0.070 |
Bid4:19:21 PM |
Ask4:19:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.260EUR |
-5.26% |
1.230 Bid Size: 11,500 |
1.250 Ask Size: 11,500 |
HOLCIM N |
80.00 CHF |
6/19/2026 |
Put |
Master data
WKN: |
PG440H |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
HOLCIM N |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
80.00 CHF |
Maturity: |
6/19/2026 |
Issue date: |
7/30/2024 |
Last trading day: |
6/18/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-6.27 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.72 |
Intrinsic value: |
0.12 |
Implied volatility: |
0.35 |
Historic volatility: |
0.21 |
Parity: |
0.12 |
Time value: |
1.22 |
Break-even: |
71.84 |
Moneyness: |
1.01 |
Premium: |
0.14 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.02 |
Spread %: |
1.52% |
Delta: |
-0.37 |
Theta: |
-0.01 |
Omega: |
-2.31 |
Rho: |
-0.78 |
Quote data
Open: |
1.240 |
High: |
1.260 |
Low: |
1.230 |
Previous Close: |
1.330 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+0.80% |
1 Month |
|
|
-11.27% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.330 |
1.250 |
1M High / 1M Low: |
1.460 |
1.100 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.280 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.243 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
59.17% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |