BNP Paribas Put 90 HOLN 19.06.2026
/ DE000PG6ASC9
BNP Paribas Put 90 HOLN 19.06.202.../ DE000PG6ASC9 /
| 10/14/2024 9:54:04 AM |
Chg.-0.06 |
Bid2:35:36 PM |
Ask2:35:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.67EUR |
-3.47% |
1.65
Bid Size: 11,500 |
1.67
Ask Size: 11,500 |
HOLCIM N |
90.00 CHF |
6/19/2026 |
Put |
Master data
| WKN: |
PG6ASC |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 CHF |
| Maturity: |
6/19/2026 |
| Issue date: |
8/13/2024 |
| Last trading day: |
6/18/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.08 |
| Intrinsic value: |
0.76 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.21 |
| Parity: |
0.76 |
| Time value: |
0.95 |
| Break-even: |
78.91 |
| Moneyness: |
1.09 |
| Premium: |
0.11 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
1.18% |
| Delta: |
-0.44 |
| Theta: |
-0.01 |
| Omega: |
-2.25 |
| Rho: |
-0.93 |
Quote data
| Open: |
1.67 |
| High: |
1.67 |
| Low: |
1.67 |
| Previous Close: |
1.73 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.22% |
| 1 Month |
|
|
-11.64% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.80 |
1.71 |
| 1M High / 1M Low: |
1.90 |
1.61 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.76 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.75 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
56.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
