BNP Paribas Put 90 HOLN 20.12.2024
/ DE000PG39612
BNP Paribas Put 90 HOLN 20.12.202.../ DE000PG39612 /
2024-09-12 10:24:29 AM |
Chg.-0.06 |
Bid8:00:04 PM |
Ask8:00:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.09EUR |
-5.22% |
- Bid Size: - |
- Ask Size: - |
HOLCIM N |
90.00 CHF |
2024-12-20 |
Put |
Master data
WKN: |
PG3961 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
HOLCIM N |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
90.00 CHF |
Maturity: |
2024-12-20 |
Issue date: |
2024-07-16 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-6.61 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.19 |
Intrinsic value: |
1.19 |
Implied volatility: |
0.30 |
Historic volatility: |
0.21 |
Parity: |
1.19 |
Time value: |
0.08 |
Break-even: |
83.20 |
Moneyness: |
1.14 |
Premium: |
0.01 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.02 |
Spread %: |
1.60% |
Delta: |
-0.76 |
Theta: |
-0.01 |
Omega: |
-5.04 |
Rho: |
-0.21 |
Quote data
Open: |
1.10 |
High: |
1.10 |
Low: |
1.09 |
Previous Close: |
1.15 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-2.68% |
1 Month |
|
|
-22.14% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.31 |
1.12 |
1M High / 1M Low: |
1.49 |
0.89 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.18 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.15 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
130.16% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |