BNP Paribas Put 90 HOLN 21.03.2025
/ DE000PC7ZT75
BNP Paribas Put 90 HOLN 21.03.202.../ DE000PC7ZT75 /
| 23/01/2025 09:52:50 |
Chg.-0.020 |
Bid13:54:46 |
Ask13:54:46 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
-4.65% |
0.390
Bid Size: 16,000 |
0.400
Ask Size: 16,000 |
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: |
-22.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.16 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.21 |
| Parity: |
0.16 |
| Time value: |
0.26 |
| Break-even: |
91.16 |
| Moneyness: |
1.02 |
| Premium: |
0.03 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.01 |
| Spread %: |
2.44% |
| Delta: |
-0.54 |
| Theta: |
-0.03 |
| Omega: |
-11.96 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.410 |
| High: |
0.410 |
| Low: |
0.410 |
| Previous Close: |
0.430 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-38.81% |
| 1 Month |
|
|
-33.87% |
| 3 Months |
|
|
-54.44% |
| YTD |
|
|
-21.15% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.670 |
0.430 |
| 1M High / 1M Low: |
0.670 |
0.400 |
| 6M High / 6M Low: |
1.770 |
0.350 |
| High (YTD): |
16/01/2025 |
0.670 |
| Low (YTD): |
08/01/2025 |
0.400 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.528 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.535 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.841 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
194.64% |
| Volatility 6M: |
|
170.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |