BNP Paribas Put 80 HOLN 20.06.2025
/ DE000PC6NTY8
BNP Paribas Put 80 HOLN 20.06.202.../ DE000PC6NTY8 /
| 2024-08-07 3:21:18 PM |
Chg.-0.230 |
Bid4:19:30 PM |
Ask4:19:30 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 |
2025-06-20 |
Put |
Master data
| WKN: |
PC6NTY |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 CHF |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-03-14 |
| Last trading day: |
2025-06-19 |
| 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: |
|
- |
