BNP Paribas Call 60 HOLN 19.12.2025
/ DE000PC39Z88
BNP Paribas Call 60 HOLN 19.12.20.../ DE000PC39Z88 /
| 8/7/2024 11:21:08 AM |
Chg.+0.180 |
Bid12:13:22 PM |
Ask12:13:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.960EUR |
+10.11% |
1.990
Bid Size: 21,500 |
2.010
Ask Size: 21,500 |
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: |
4.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.76 |
| Intrinsic value: |
1.31 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.21 |
| Parity: |
1.31 |
| Time value: |
0.50 |
| Break-even: |
82.57 |
| Moneyness: |
1.20 |
| Premium: |
0.07 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
1.12% |
| Delta: |
0.84 |
| Theta: |
-0.01 |
| Omega: |
3.60 |
| Rho: |
0.64 |
Quote data
| Open: |
1.850 |
| High: |
1.960 |
| Low: |
1.850 |
| Previous Close: |
1.780 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.83% |
| 1 Month |
|
|
-15.52% |
| 3 Months |
|
|
-1.51% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.540 |
1.780 |
| 1M High / 1M Low: |
2.820 |
1.780 |
| 6M High / 6M Low: |
2.820 |
0.940 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.053 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.492 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.054 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.80% |
| Volatility 6M: |
|
71.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
