BNP Paribas Put 90 HOLN 19.12.2025
/ DE000PC61NB2
BNP Paribas Put 90 HOLN 19.12.202.../ DE000PC61NB2 /
| 14/10/2024 14:20:48 |
Chg.-0.030 |
Bid14:52:40 |
Ask14:52:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.360EUR |
-2.16% |
1.350
Bid Size: 13,500 |
1.360
Ask Size: 13,500 |
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: |
-6.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.02 |
| Intrinsic value: |
0.76 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.21 |
| Parity: |
0.76 |
| Time value: |
0.63 |
| Break-even: |
82.11 |
| Moneyness: |
1.09 |
| Premium: |
0.07 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.72% |
| Delta: |
-0.49 |
| Theta: |
-0.01 |
| Omega: |
-3.10 |
| Rho: |
-0.67 |
Quote data
| Open: |
1.370 |
| High: |
1.370 |
| Low: |
1.350 |
| Previous Close: |
1.390 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.48% |
| 1 Month |
|
|
-12.82% |
| 3 Months |
|
|
-2.16% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.470 |
1.390 |
| 1M High / 1M Low: |
1.560 |
1.300 |
| 6M High / 6M Low: |
2.190 |
1.300 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.416 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.436 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.634 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.26% |
| Volatility 6M: |
|
78.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
