BNP Paribas Put 80 HOLN 20.06.2025
/ DE000PC6NTY8
BNP Paribas Put 80 HOLN 20.06.202.../ DE000PC6NTY8 /
8/7/2024 3:21:18 PM |
Chg.-0.230 |
Bid4:11:48 PM |
Ask4:11:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.990EUR |
-18.85% |
1.020 Bid Size: 17,000 |
1.030 Ask Size: 17,000 |
HOLCIM N |
80.00 CHF |
6/20/2025 |
Put |
Master data
WKN: |
PC6NTY |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
HOLCIM N |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
80.00 CHF |
Maturity: |
6/20/2025 |
Issue date: |
3/14/2024 |
Last trading day: |
6/19/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-6.35 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.95 |
Intrinsic value: |
0.84 |
Implied volatility: |
0.30 |
Historic volatility: |
0.21 |
Parity: |
0.84 |
Time value: |
0.38 |
Break-even: |
73.75 |
Moneyness: |
1.11 |
Premium: |
0.05 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.01 |
Spread %: |
0.83% |
Delta: |
-0.55 |
Theta: |
-0.01 |
Omega: |
-3.47 |
Rho: |
-0.47 |
Quote data
Open: |
1.160 |
High: |
1.160 |
Low: |
0.990 |
Previous Close: |
1.220 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+41.43% |
1 Month |
|
|
+23.75% |
3 Months |
|
|
0.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.240 |
0.700 |
1M High / 1M Low: |
1.240 |
0.590 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.040 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.737 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
195.32% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |