BNP Paribas Put 80 HOLN 20.12.2024
/ DE000PC6NTX0
BNP Paribas Put 80 HOLN 20.12.202.../ DE000PC6NTX0 /
9/12/2024 4:21:01 PM |
Chg.-0.080 |
Bid4:57:46 PM |
Ask4:57:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.400EUR |
-16.67% |
- Bid Size: - |
- Ask Size: - |
HOLCIM N |
80.00 CHF |
12/20/2024 |
Put |
Master data
WKN: |
PC6NTX |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
HOLCIM N |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
80.00 CHF |
Maturity: |
12/20/2024 |
Issue date: |
3/14/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-17.50 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.39 |
Intrinsic value: |
0.12 |
Implied volatility: |
0.26 |
Historic volatility: |
0.21 |
Parity: |
0.12 |
Time value: |
0.36 |
Break-even: |
80.44 |
Moneyness: |
1.01 |
Premium: |
0.04 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.01 |
Spread %: |
2.13% |
Delta: |
-0.49 |
Theta: |
-0.02 |
Omega: |
-8.54 |
Rho: |
-0.12 |
Quote data
Open: |
0.400 |
High: |
0.410 |
Low: |
0.380 |
Previous Close: |
0.480 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-38.46% |
3 Months |
|
|
+5.26% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.480 |
0.400 |
1M High / 1M Low: |
0.680 |
0.310 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.436 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.433 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
141.28% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |