BNP Paribas Put 70 HOLN 21.06.2024
/ DE000PC2YE86
BNP Paribas Put 70 HOLN 21.06.202.../ DE000PC2YE86 /
| 2024-05-17 10:22:25 AM |
Chg.+0.006 |
Bid8:00:04 PM |
Ask8:00:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.021EUR |
+40.00% |
-
Bid Size: - |
-
Ask Size: - |
HOLCIM N |
70.00 CHF |
2024-06-21 |
Put |
Master data
| WKN: |
PC2YE8 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
70.00 CHF |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-04 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-97.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.23 |
| Parity: |
-0.83 |
| Time value: |
0.08 |
| Break-even: |
70.04 |
| Moneyness: |
0.90 |
| Premium: |
0.11 |
| Premium p.a.: |
2.21 |
| Spread abs.: |
0.06 |
| Spread %: |
285.71% |
| Delta: |
-0.16 |
| Theta: |
-0.03 |
| Omega: |
-15.18 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.021 |
| High: |
0.021 |
| Low: |
0.021 |
| Previous Close: |
0.015 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.59% |
| 1 Month |
|
|
-82.50% |
| 3 Months |
|
|
-96.72% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.030 |
0.015 |
| 1M High / 1M Low: |
0.150 |
0.015 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.023 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.067 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
316.52% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
