BNP Paribas Put 90 HOLN 21.03.2025
/ DE000PC7ZT75
BNP Paribas Put 90 HOLN 21.03.202.../ DE000PC7ZT75 /
2024-11-18 9:47:33 AM |
Chg.+0.030 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.550EUR |
+5.77% |
- Bid Size: - |
- Ask Size: - |
HOLCIM N |
90.00 CHF |
2025-03-21 |
Put |
Master data
WKN: |
PC7ZT7 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
HOLCIM N |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
90.00 CHF |
Maturity: |
2025-03-21 |
Issue date: |
2024-04-09 |
Last trading day: |
2025-03-20 |
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: |
0.550 |
High: |
0.550 |
Low: |
0.550 |
Previous Close: |
0.520 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+44.74% |
1 Month |
|
|
-32.10% |
3 Months |
|
|
-58.65% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.520 |
0.380 |
1M High / 1M Low: |
0.940 |
0.380 |
6M High / 6M Low: |
1.770 |
0.380 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.452 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.657 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.077 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
180.44% |
Volatility 6M: |
|
135.00% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |