BNP Paribas Call 65 HOLN 20.09.2024
/ DE000PN8TMJ4
BNP Paribas Call 65 HOLN 20.09.20.../ DE000PN8TMJ4 /
| 9/12/2024 10:24:46 AM |
Chg.+0.04 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.63EUR |
+2.52% |
-
Bid Size: - |
-
Ask Size: - |
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: |
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: |
1.63 |
| High: |
1.63 |
| Low: |
1.63 |
| Previous Close: |
1.59 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.24% |
| 1 Month |
|
|
+24.43% |
| 3 Months |
|
|
-3.55% |
| YTD |
|
|
+232.65% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.61 |
1.41 |
| 1M High / 1M Low: |
1.88 |
1.22 |
| 6M High / 6M Low: |
2.14 |
1.12 |
| High (YTD): |
7/23/2024 |
2.14 |
| Low (YTD): |
1/23/2024 |
0.30 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.55 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.57 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.56 |
| Avg. volume 6M: |
|
86.26 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.14% |
| Volatility 6M: |
|
102.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
