BNP Paribas Put 90 HOLN 20.06.2025
/ DE000PG2NGH5
BNP Paribas Put 90 HOLN 20.06.202.../ DE000PG2NGH5 /
| 07/08/2024 09:21:53 |
Chg.+0.06 |
Bid14:03:12 |
Ask14:03:12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.99EUR |
+3.11% |
1.87
Bid Size: 22,000 |
1.89
Ask Size: 22,000 |
HOLCIM N |
90.00 CHF |
20/06/2025 |
Put |
Master data
| WKN: |
PG2NGH |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 CHF |
| Maturity: |
20/06/2025 |
| Issue date: |
14/06/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.92 |
| Intrinsic value: |
1.92 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.21 |
| Parity: |
1.92 |
| Time value: |
0.17 |
| Break-even: |
75.80 |
| Moneyness: |
1.25 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
0.97% |
| Delta: |
-0.67 |
| Theta: |
-0.01 |
| Omega: |
-2.47 |
| Rho: |
-0.63 |
Quote data
| Open: |
1.99 |
| High: |
1.99 |
| Low: |
1.99 |
| Previous Close: |
1.93 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+47.41% |
| 1 Month |
|
|
+41.13% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.10 |
1.35 |
| 1M High / 1M Low: |
2.10 |
1.14 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.75 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.38 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
159.59% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
