BNP Paribas Put 80 HOLN 21.03.2025
/ DE000PC7ZT67
BNP Paribas Put 80 HOLN 21.03.202.../ DE000PC7ZT67 /
12/09/2024 09:54:49 |
Chg.-0.010 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
0.530EUR |
-1.85% |
- Bid Size: - |
- Ask Size: - |
HOLCIM N |
80.00 CHF |
21/03/2025 |
Put |
Master data
WKN: |
PC7ZT6 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
HOLCIM N |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
80.00 CHF |
Maturity: |
21/03/2025 |
Issue date: |
09/04/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-13.55 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.49 |
Intrinsic value: |
0.12 |
Implied volatility: |
0.26 |
Historic volatility: |
0.21 |
Parity: |
0.12 |
Time value: |
0.50 |
Break-even: |
79.04 |
Moneyness: |
1.01 |
Premium: |
0.06 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.01 |
Spread %: |
1.64% |
Delta: |
-0.45 |
Theta: |
-0.01 |
Omega: |
-6.16 |
Rho: |
-0.23 |
Quote data
Open: |
0.540 |
High: |
0.540 |
Low: |
0.530 |
Previous Close: |
0.540 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-1.85% |
1 Month |
|
|
-26.39% |
3 Months |
|
|
-3.64% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.640 |
0.540 |
1M High / 1M Low: |
0.770 |
0.420 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.566 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.558 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
151.33% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |