BNP Paribas Put 90 HOLN 21.03.2025
/ DE000PC7ZT75
BNP Paribas Put 90 HOLN 21.03.202.../ DE000PC7ZT75 /
| 1/22/2025 9:53:35 AM |
Chg.-0.090 |
Bid8:00:04 PM |
Ask8:00:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
-17.31% |
-
Bid Size: - |
-
Ask Size: - |
HOLCIM N |
90.00 CHF |
3/21/2025 |
Put |
Master data
| WKN: |
PC7ZT7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 CHF |
| Maturity: |
3/21/2025 |
| Issue date: |
4/9/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-19.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.19 |
| Parity: |
0.20 |
| Time value: |
0.27 |
| Break-even: |
90.59 |
| Moneyness: |
1.02 |
| Premium: |
0.03 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.01 |
| Spread %: |
2.17% |
| Delta: |
-0.55 |
| Theta: |
-0.03 |
| Omega: |
-10.85 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.430 |
| High: |
0.430 |
| Low: |
0.430 |
| Previous Close: |
0.520 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.82% |
| 1 Month |
|
|
-30.65% |
| 3 Months |
|
|
-52.22% |
| YTD |
|
|
-17.31% |
| 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): |
1/16/2025 |
0.670 |
| Low (YTD): |
1/8/2025 |
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: |
|
- |