BNP Paribas Call 65 HOLN 20.09.2024
/ DE000PN8TMJ4
BNP Paribas Call 65 HOLN 20.09.20.../ DE000PN8TMJ4 /
| 8/7/2024 11:20:51 AM |
Chg.+0.190 |
Bid11:22:24 AM |
Ask11:22:24 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.200EUR |
+18.81% |
1.200
Bid Size: 19,500 |
1.220
Ask Size: 19,500 |
HOLCIM N |
65.00 CHF |
9/20/2024 |
Call |
Master data
| WKN: |
PN8TMJ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 CHF |
| Maturity: |
9/20/2024 |
| Issue date: |
9/26/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.81 |
| Intrinsic value: |
0.77 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.21 |
| Parity: |
0.77 |
| Time value: |
0.26 |
| Break-even: |
80.14 |
| Moneyness: |
1.11 |
| Premium: |
0.03 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.02 |
| Spread %: |
1.98% |
| Delta: |
0.75 |
| Theta: |
-0.06 |
| Omega: |
5.66 |
| Rho: |
0.06 |
Quote data
| Open: |
1.080 |
| High: |
1.200 |
| Low: |
1.080 |
| Previous Close: |
1.010 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-34.43% |
| 1 Month |
|
|
-25.00% |
| 3 Months |
|
|
-16.67% |
| YTD |
|
|
+144.90% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.830 |
1.010 |
| 1M High / 1M Low: |
2.130 |
1.010 |
| 6M High / 6M Low: |
2.130 |
0.340 |
| High (YTD): |
7/23/2024 |
2.130 |
| Low (YTD): |
1/23/2024 |
0.300 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.315 |
| Avg. volume 1W: |
|
2,848 |
| Avg. price 1M: |
|
1.784 |
| Avg. volume 1M: |
|
542.476 |
| Avg. price 6M: |
|
1.409 |
| Avg. volume 6M: |
|
91.871 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
136.90% |
| Volatility 6M: |
|
124.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
