BNP Paribas Put 90 HOLN 19.09.2025
/ DE000PG6YQ97
BNP Paribas Put 90 HOLN 19.09.202.../ DE000PG6YQ97 /
9/12/2024 10:20:57 AM |
Chg.-0.140 |
Bid10:27:32 AM |
Ask10:27:32 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.560EUR |
-8.24% |
1.560 Bid Size: 18,000 |
1.570 Ask Size: 18,000 |
HOLCIM N |
90.00 CHF |
9/19/2025 |
Put |
Master data
WKN: |
PG6YQ9 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
HOLCIM N |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
90.00 CHF |
Maturity: |
9/19/2025 |
Issue date: |
8/22/2024 |
Last trading day: |
9/18/2025 |
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: |
1.560 |
Low: |
1.560 |
Previous Close: |
1.700 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-0.64% |
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: |
|
- |