BNP Paribas Put 90 HOLN 19.12.2025
/ DE000PC61NB2
BNP Paribas Put 90 HOLN 19.12.202.../ DE000PC61NB2 /
| 1/23/2025 9:07:47 AM |
Chg.-0.02 |
Bid2:05:39 PM |
Ask2:05:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.98EUR |
-2.00% |
0.96
Bid Size: 14,000 |
0.97
Ask Size: 14,000 |
HOLCIM N |
90.00 CHF |
12/19/2025 |
Put |
Master data
| WKN: |
PC61NB |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 CHF |
| Maturity: |
12/19/2025 |
| Issue date: |
3/21/2024 |
| Last trading day: |
12/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.71 |
| Intrinsic value: |
0.16 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.21 |
| Parity: |
0.16 |
| Time value: |
0.83 |
| Break-even: |
85.46 |
| Moneyness: |
1.02 |
| Premium: |
0.09 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
1.02% |
| Delta: |
-0.43 |
| Theta: |
-0.01 |
| Omega: |
-4.11 |
| Rho: |
-0.46 |
Quote data
| Open: |
0.98 |
| High: |
0.98 |
| Low: |
0.98 |
| Previous Close: |
1.00 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.67% |
| 1 Month |
|
|
-16.24% |
| 3 Months |
|
|
-29.50% |
| YTD |
|
|
-9.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.22 |
1.00 |
| 1M High / 1M Low: |
1.22 |
0.99 |
| 6M High / 6M Low: |
2.13 |
0.91 |
| High (YTD): |
1/16/2025 |
1.22 |
| Low (YTD): |
1/9/2025 |
0.99 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.10 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.09 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.33 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.16% |
| Volatility 6M: |
|
89.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |