BNP Paribas Put 80 HOLN 19.12.2025
/ DE000PC6NTZ5
BNP Paribas Put 80 HOLN 19.12.202.../ DE000PC6NTZ5 /
| 8/7/2024 10:12:43 AM |
Chg.0.00 |
Bid4:01:56 PM |
Ask4:01:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.27EUR |
0.00% |
1.20
Bid Size: 13,500 |
1.21
Ask Size: 13,500 |
HOLCIM N |
80.00 CHF |
12/19/2025 |
Put |
Master data
| WKN: |
PC6NTZ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 CHF |
| Maturity: |
12/19/2025 |
| Issue date: |
3/14/2024 |
| Last trading day: |
12/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.00 |
| Intrinsic value: |
0.84 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.21 |
| Parity: |
0.84 |
| Time value: |
0.53 |
| Break-even: |
72.25 |
| Moneyness: |
1.11 |
| Premium: |
0.07 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.74% |
| Delta: |
-0.49 |
| Theta: |
-0.01 |
| Omega: |
-2.76 |
| Rho: |
-0.70 |
Quote data
| Open: |
1.27 |
| High: |
1.27 |
| Low: |
1.27 |
| Previous Close: |
1.27 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+45.98% |
| 1 Month |
|
|
+36.56% |
| 3 Months |
|
|
+10.43% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.33 |
0.87 |
| 1M High / 1M Low: |
1.33 |
0.77 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.14 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.91 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.62% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
