BNP Paribas Put 80 HOLN 20.06.202.../  DE000PC6NTY8  /

Frankfurt Zert./BNP
11/18/2024  4:21:18 PM Chg.0.000 Bid4:59:06 PM Ask4:59:06 PM Underlying Strike price Expiration date Option type
0.380EUR 0.00% -
Bid Size: -
-
Ask Size: -
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: -24.17
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.21
Parity: -0.88
Time value: 0.39
Break-even: 81.60
Moneyness: 0.91
Premium: 0.13
Premium p.a.: 0.24
Spread abs.: 0.01
Spread %: 2.63%
Delta: -0.27
Theta: -0.01
Omega: -6.43
Rho: -0.17
 

Quote data

Open: 0.370
High: 0.390
Low: 0.370
Previous Close: 0.380
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+35.71%
1 Month
  -22.45%
3 Months
  -57.30%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 0.280
1M High / 1M Low: 0.580 0.280
6M High / 6M Low: 1.240 0.280
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.340
Avg. volume 1W:   0.000
Avg. price 1M:   0.432
Avg. volume 1M:   0.000
Avg. price 6M:   0.697
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   161.24%
Volatility 6M:   134.28%
Volatility 1Y:   -
Volatility 3Y:   -