BNP Paribas Put 80 HOLN 19.09.2025
/ DE000PG4ZSY5
BNP Paribas Put 80 HOLN 19.09.202.../ DE000PG4ZSY5 /
| 06/08/2024 16:21:02 |
Chg.-0.020 |
Bid17:17:02 |
Ask17:17:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.290EUR |
-1.53% |
-
Bid Size: - |
-
Ask Size: - |
HOLCIM N |
80.00 CHF |
19/09/2025 |
Put |
Master data
| WKN: |
PG4ZSY |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 CHF |
| Maturity: |
19/09/2025 |
| Issue date: |
26/07/2024 |
| Last trading day: |
18/09/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.90 |
| Intrinsic value: |
0.71 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.21 |
| Parity: |
0.71 |
| Time value: |
0.61 |
| Break-even: |
72.53 |
| Moneyness: |
1.09 |
| Premium: |
0.08 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.03 |
| Spread %: |
2.33% |
| Delta: |
-0.48 |
| Theta: |
-0.01 |
| Omega: |
-2.87 |
| Rho: |
-0.57 |
Quote data
| Open: |
1.190 |
| High: |
1.320 |
| Low: |
1.190 |
| Previous Close: |
1.310 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+63.29% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.310 |
0.790 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.983 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
