BNP Paribas Call 60 HOLN 19.12.20.../  DE000PC39Z88  /

Frankfurt Zert./BNP
9/12/2024  4:21:14 PM Chg.+0.120 Bid5:19:16 PM Ask5:19:16 PM Underlying Strike price Expiration date Option type
2.320EUR +5.45% -
Bid Size: -
-
Ask Size: -
HOLCIM N 60.00 CHF 12/19/2025 Call
 

Master data

WKN: PC39Z8
Issuer: BNP PARIBAS
Currency: EUR
Underlying: HOLCIM N
Type: Warrant
Option type: Call
Strike price: 60.00 CHF
Maturity: 12/19/2025
Issue date: 1/31/2024
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.75
Leverage: Yes

Calculated values

Fair value: 2.35
Intrinsic value: 2.01
Implied volatility: -
Historic volatility: 0.21
Parity: 2.01
Time value: 0.23
Break-even: 86.33
Moneyness: 1.31
Premium: 0.03
Premium p.a.: 0.02
Spread abs.: 0.02
Spread %: 0.90%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 2.330
High: 2.360
Low: 2.300
Previous Close: 2.200
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -0.43%
1 Month  
+17.17%
3 Months
  -7.57%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.330 2.200
1M High / 1M Low: 2.500 1.930
6M High / 6M Low: 2.820 1.780
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.270
Avg. volume 1W:   0.000
Avg. price 1M:   2.280
Avg. volume 1M:   0.000
Avg. price 6M:   2.237
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   43.35%
Volatility 6M:   63.48%
Volatility 1Y:   -
Volatility 3Y:   -