BNP Paribas Put 80 HOLN 21.06.2024
/ DE000PC61NA4
BNP Paribas Put 80 HOLN 21.06.202.../ DE000PC61NA4 /
| 2024-05-03 4:21:04 PM |
Chg.-0.080 |
Bid5:19:11 PM |
Ask5:19:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.500EUR |
-13.79% |
-
Bid Size: - |
-
Ask Size: - |
HOLCIM N |
80.00 CHF |
2024-06-21 |
Put |
Master data
| WKN: |
PC61NA |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 CHF |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-03-21 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-13.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.29 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.23 |
| Parity: |
0.29 |
| Time value: |
0.31 |
| Break-even: |
75.91 |
| Moneyness: |
1.04 |
| Premium: |
0.04 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.02 |
| Spread %: |
3.45% |
| Delta: |
-0.56 |
| Theta: |
-0.04 |
| Omega: |
-7.32 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.580 |
| High: |
0.580 |
| Low: |
0.500 |
| Previous Close: |
0.580 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.11% |
| 1 Month |
|
|
+16.28% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.580 |
0.460 |
| 1M High / 1M Low: |
0.630 |
0.430 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.520 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.525 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
196.52% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
