BNP Paribas Put 80 HOLN 19.12.2025
/ DE000PC6NTZ5
BNP Paribas Put 80 HOLN 19.12.202.../ DE000PC6NTZ5 /
| 12/09/2024 10:25:32 |
Chg.-0.020 |
Bid12:08:27 |
Ask12:08:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.960EUR |
-2.04% |
0.960
Bid Size: 13,000 |
0.970
Ask Size: 13,000 |
HOLCIM N |
80.00 CHF |
19/12/2025 |
Put |
Master data
| WKN: |
PC6NTZ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 CHF |
| Maturity: |
19/12/2025 |
| Issue date: |
14/03/2024 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.12 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.21 |
| Parity: |
0.12 |
| Time value: |
0.94 |
| Break-even: |
74.64 |
| Moneyness: |
1.01 |
| Premium: |
0.11 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.95% |
| Delta: |
-0.40 |
| Theta: |
-0.01 |
| Omega: |
-3.14 |
| Rho: |
-0.56 |
Quote data
| Open: |
0.960 |
| High: |
0.960 |
| Low: |
0.960 |
| Previous Close: |
0.980 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.04% |
| 1 Month |
|
|
-15.04% |
| 3 Months |
|
|
+4.35% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.070 |
0.970 |
| 1M High / 1M Low: |
1.180 |
0.840 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.000 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.972 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.64% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
