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

Frankfurt Zert./BNP
14/10/2024  16:21:09 Chg.+0.050 Bid17:19:47 Ask17:19:47 Underlying Strike price Expiration date Option type
2.710EUR +1.88% -
Bid Size: -
-
Ask Size: -
HOLCIM N 60.00 CHF 19/12/2025 Call
 

Master data

WKN: PC39Z8
Issuer: BNP PARIBAS
Currency: EUR
Underlying: HOLCIM N
Type: Warrant
Option type: Call
Strike price: 60.00 CHF
Maturity: 19/12/2025
Issue date: 31/01/2024
Last trading day: 18/12/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.30
Leverage: Yes

Calculated values

Fair value: 2.72
Intrinsic value: 2.44
Implied volatility: -
Historic volatility: 0.21
Parity: 2.44
Time value: 0.24
Break-even: 90.81
Moneyness: 1.38
Premium: 0.03
Premium p.a.: 0.02
Spread abs.: 0.02
Spread %: 0.75%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 2.680
High: 2.710
Low: 2.680
Previous Close: 2.660
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+6.69%
1 Month  
+9.72%
3 Months  
+3.83%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.660 2.540
1M High / 1M Low: 2.790 2.450
6M High / 6M Low: 2.820 1.780
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.618
Avg. volume 1W:   0.000
Avg. price 1M:   2.599
Avg. volume 1M:   0.000
Avg. price 6M:   2.323
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   58.30%
Volatility 6M:   65.76%
Volatility 1Y:   -
Volatility 3Y:   -