BNP Paribas Put 90 HOLN 21.03.2025
/ DE000PC7ZT75
BNP Paribas Put 90 HOLN 21.03.202.../ DE000PC7ZT75 /
| 18/11/2024 16:21:03 |
Chg.+0.010 |
Bid17:19:49 |
Ask17:19:49 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
+1.82% |
-
Bid Size: - |
-
Ask Size: - |
HOLCIM N |
90.00 CHF |
21/03/2025 |
Put |
Master data
| WKN: |
PC7ZT7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 CHF |
| Maturity: |
21/03/2025 |
| Issue date: |
09/04/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-16.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.19 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.21 |
| Parity: |
0.19 |
| Time value: |
0.37 |
| Break-even: |
90.58 |
| Moneyness: |
1.02 |
| Premium: |
0.04 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
1.82% |
| Delta: |
-0.50 |
| Theta: |
-0.02 |
| Omega: |
-8.43 |
| Rho: |
-0.18 |
Quote data
| Open: |
0.540 |
| High: |
0.580 |
| Low: |
0.540 |
| Previous Close: |
0.550 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+47.37% |
| 1 Month |
|
|
-28.21% |
| 3 Months |
|
|
-59.12% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.380 |
| 1M High / 1M Low: |
0.940 |
0.380 |
| 6M High / 6M Low: |
1.820 |
0.380 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.484 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.668 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.077 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
187.85% |
| Volatility 6M: |
|
133.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
