BNP Paribas Put 80 HOLN 19.12.2025
/ DE000PC6NTZ5
BNP Paribas Put 80 HOLN 19.12.202.../ DE000PC6NTZ5 /
| 2024-11-18 9:47:07 AM |
Chg.+0.020 |
Bid4:34:07 PM |
Ask4:34:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.600EUR |
+3.45% |
0.600
Bid Size: 14,000 |
0.610
Ask Size: 14,000 |
HOLCIM N |
80.00 CHF |
2025-12-19 |
Put |
Master data
| WKN: |
PC6NTZ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 CHF |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-03-14 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-15.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.21 |
| Parity: |
-0.88 |
| Time value: |
0.62 |
| Break-even: |
79.30 |
| Moneyness: |
0.91 |
| Premium: |
0.16 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
1.64% |
| Delta: |
-0.28 |
| Theta: |
-0.01 |
| Omega: |
-4.30 |
| Rho: |
-0.36 |
Quote data
| Open: |
0.600 |
| High: |
0.600 |
| Low: |
0.600 |
| Previous Close: |
0.580 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.45% |
| 1 Month |
|
|
-17.81% |
| 3 Months |
|
|
-41.75% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.580 |
0.490 |
| 1M High / 1M Low: |
0.790 |
0.490 |
| 6M High / 6M Low: |
1.330 |
0.490 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.538 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.640 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.883 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.11% |
| Volatility 6M: |
|
97.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
