BNP Paribas Put 90 HOLN 19.09.2025
/ DE000PG6YQ97
BNP Paribas Put 90 HOLN 19.09.202.../ DE000PG6YQ97 /
| 12/09/2024 16:21:15 |
Chg.-0.130 |
Bid17:19:56 |
Ask17:19:56 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.570EUR |
-7.65% |
-
Bid Size: - |
-
Ask Size: - |
HOLCIM N |
90.00 CHF |
19/09/2025 |
Put |
Master data
| WKN: |
PG6YQ9 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 CHF |
| Maturity: |
19/09/2025 |
| Issue date: |
22/08/2024 |
| Last trading day: |
18/09/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.24 |
| Intrinsic value: |
1.19 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.21 |
| Parity: |
1.19 |
| Time value: |
0.50 |
| Break-even: |
79.00 |
| Moneyness: |
1.14 |
| Premium: |
0.06 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.60% |
| Delta: |
-0.54 |
| Theta: |
-0.01 |
| Omega: |
-2.69 |
| Rho: |
-0.64 |
Quote data
| Open: |
1.560 |
| High: |
1.590 |
| Low: |
1.550 |
| Previous Close: |
1.700 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.700 |
1.570 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.624 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
