BNP Paribas Put 90 HOLN 21.03.202.../  DE000PC7ZT75  /

EUWAX
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:   -