BNP Paribas Put 80 HOLN 20.12.2024
/ DE000PC6NTX0
BNP Paribas Put 80 HOLN 20.12.202.../ DE000PC6NTX0 /
| 2024-11-18 9:47:07 AM |
Chg.+0.005 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.033EUR |
+17.86% |
-
Bid Size: - |
-
Ask Size: - |
HOLCIM N |
80.00 CHF |
2024-12-20 |
Put |
Master data
| WKN: |
PC6NTX |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-14 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-116.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.21 |
| Parity: |
-0.88 |
| Time value: |
0.08 |
| Break-even: |
84.69 |
| Moneyness: |
0.91 |
| Premium: |
0.10 |
| Premium p.a.: |
2.02 |
| Spread abs.: |
0.05 |
| Spread %: |
138.24% |
| Delta: |
-0.15 |
| Theta: |
-0.03 |
| Omega: |
-17.76 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.033 |
| High: |
0.033 |
| Low: |
0.033 |
| Previous Close: |
0.028 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+65.00% |
| 1 Month |
|
|
-79.38% |
| 3 Months |
|
|
-93.40% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.029 |
0.020 |
| 1M High / 1M Low: |
0.190 |
0.020 |
| 6M High / 6M Low: |
0.830 |
0.020 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.025 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.086 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.353 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
341.37% |
| Volatility 6M: |
|
251.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
