BNP Paribas Put 80 HOLN 21.03.2025
/ DE000PC7ZT67
BNP Paribas Put 80 HOLN 21.03.202.../ DE000PC7ZT67 /
| 14/10/2024 09:57:37 |
Chg.-0.040 |
Bid20:00:01 |
Ask20:00:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
-10.81% |
-
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: |
-24.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.21 |
| Parity: |
-0.31 |
| Time value: |
0.36 |
| Break-even: |
81.74 |
| Moneyness: |
0.96 |
| Premium: |
0.08 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
2.86% |
| Delta: |
-0.35 |
| Theta: |
-0.01 |
| Omega: |
-8.54 |
| Rho: |
-0.15 |
Quote data
| Open: |
0.330 |
| High: |
0.330 |
| Low: |
0.330 |
| Previous Close: |
0.370 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.43% |
| 1 Month |
|
|
-34.00% |
| 3 Months |
|
|
-29.79% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.350 |
| 1M High / 1M Low: |
0.510 |
0.320 |
| 6M High / 6M Low: |
0.960 |
0.320 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.384 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.393 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.584 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
160.88% |
| Volatility 6M: |
|
151.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
