BNP Paribas Put 90 HOLN 19.12.2025
/ DE000PC61NB2
BNP Paribas Put 90 HOLN 19.12.202.../ DE000PC61NB2 /
| 12/09/2024 16:21:02 |
Chg.-0.130 |
Bid17:15:50 |
Ask17:15:50 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.640EUR |
-7.34% |
-
Bid Size: - |
-
Ask Size: - |
HOLCIM N |
90.00 CHF |
19/12/2025 |
Put |
Master data
| WKN: |
PC61NB |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 CHF |
| Maturity: |
19/12/2025 |
| Issue date: |
21/03/2024 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.26 |
| Intrinsic value: |
1.19 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.21 |
| Parity: |
1.19 |
| Time value: |
0.58 |
| Break-even: |
78.20 |
| Moneyness: |
1.14 |
| Premium: |
0.07 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.57% |
| Delta: |
-0.51 |
| Theta: |
-0.01 |
| Omega: |
-2.44 |
| Rho: |
-0.77 |
Quote data
| Open: |
1.640 |
| High: |
1.670 |
| Low: |
1.630 |
| Previous Close: |
1.770 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.61% |
| 1 Month |
|
|
-14.58% |
| 3 Months |
|
|
+10.07% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.770 |
1.650 |
| 1M High / 1M Low: |
1.970 |
1.490 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.708 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.664 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
54.04% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
