BNP Paribas Put 80 HOLN 20.12.2024
/ DE000PC6NTX0
BNP Paribas Put 80 HOLN 20.12.202.../ DE000PC6NTX0 /
| 10/14/2024 4:20:54 PM |
Chg.-0.020 |
Bid5:19:20 PM |
Ask5:19:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.180EUR |
-10.00% |
-
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: |
-42.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.21 |
| Parity: |
-0.31 |
| Time value: |
0.21 |
| Break-even: |
83.24 |
| Moneyness: |
0.96 |
| Premium: |
0.06 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.01 |
| Spread %: |
5.00% |
| Delta: |
-0.33 |
| Theta: |
-0.02 |
| Omega: |
-13.75 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.190 |
| High: |
0.190 |
| Low: |
0.180 |
| Previous Close: |
0.200 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.77% |
| 1 Month |
|
|
-45.45% |
| 3 Months |
|
|
-41.94% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.200 |
| 1M High / 1M Low: |
0.330 |
0.190 |
| 6M High / 6M Low: |
0.870 |
0.190 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.224 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.247 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.466 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
205.39% |
| Volatility 6M: |
|
192.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
