BNP Paribas Call 65 HOLN 20.09.2024
/ DE000PN8TMJ4
BNP Paribas Call 65 HOLN 20.09.20.../ DE000PN8TMJ4 /
12/09/2024 16:20:59 |
Chg.+0.150 |
Bid17:19:56 |
Ask17:19:56 |
Underlying |
Strike price |
Expiration date |
Option type |
1.600EUR |
+10.34% |
- Bid Size: - |
- Ask Size: - |
HOLCIM N |
65.00 CHF |
20/09/2024 |
Call |
Master data
WKN: |
PN8TMJ |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
HOLCIM N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
65.00 CHF |
Maturity: |
20/09/2024 |
Issue date: |
26/09/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.53 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.48 |
Intrinsic value: |
1.47 |
Implied volatility: |
0.95 |
Historic volatility: |
0.21 |
Parity: |
1.47 |
Time value: |
0.05 |
Break-even: |
84.46 |
Moneyness: |
1.21 |
Premium: |
0.01 |
Premium p.a.: |
0.28 |
Spread abs.: |
0.04 |
Spread %: |
2.70% |
Delta: |
0.93 |
Theta: |
-0.11 |
Omega: |
5.12 |
Rho: |
0.01 |
Quote data
Open: |
1.610 |
High: |
1.640 |
Low: |
1.570 |
Previous Close: |
1.450 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-0.62% |
1 Month |
|
|
+30.08% |
3 Months |
|
|
-11.11% |
YTD |
|
|
+226.53% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.610 |
1.450 |
1M High / 1M Low: |
1.800 |
1.180 |
6M High / 6M Low: |
2.130 |
1.010 |
High (YTD): |
23/07/2024 |
2.130 |
Low (YTD): |
23/01/2024 |
0.300 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.540 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.563 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.568 |
Avg. volume 6M: |
|
90.413 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
73.81% |
Volatility 6M: |
|
101.17% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |