BNP Paribas Put 80 HOLN 20.06.2025
/ DE000PC6NTY8
BNP Paribas Put 80 HOLN 20.06.202.../ DE000PC6NTY8 /
2024-09-12 10:25:32 AM |
Chg.-0.020 |
Bid1:01:03 PM |
Ask1:01:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.770EUR |
-2.53% |
0.780 Bid Size: 17,000 |
0.790 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: |
-9.66 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.56 |
Intrinsic value: |
0.12 |
Implied volatility: |
0.32 |
Historic volatility: |
0.21 |
Parity: |
0.12 |
Time value: |
0.75 |
Break-even: |
76.54 |
Moneyness: |
1.01 |
Premium: |
0.09 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.01 |
Spread %: |
1.16% |
Delta: |
-0.43 |
Theta: |
-0.01 |
Omega: |
-4.13 |
Rho: |
-0.34 |
Quote data
Open: |
0.780 |
High: |
0.780 |
Low: |
0.770 |
Previous Close: |
0.790 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-1.28% |
1 Month |
|
|
-20.62% |
3 Months |
|
|
+2.67% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.890 |
0.780 |
1M High / 1M Low: |
1.020 |
0.640 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.810 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.792 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
118.25% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |