BNP Paribas Call 70 HOLN 19.06.2026
/ DE000PG440G1
BNP Paribas Call 70 HOLN 19.06.20.../ DE000PG440G1 /
| 8/7/2024 10:06:31 AM |
Chg.-0.01 |
Bid2:03:12 PM |
Ask2:03:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.26EUR |
-0.79% |
1.32
Bid Size: 13,000 |
1.34
Ask Size: 13,000 |
HOLCIM N |
70.00 CHF |
6/19/2026 |
Call |
Master data
| WKN: |
PG440G |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 CHF |
| Maturity: |
6/19/2026 |
| Issue date: |
7/30/2024 |
| Last trading day: |
6/18/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.23 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.21 |
| Parity: |
0.23 |
| Time value: |
0.95 |
| Break-even: |
87.01 |
| Moneyness: |
1.03 |
| Premium: |
0.12 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
1.72% |
| Delta: |
0.69 |
| Theta: |
-0.01 |
| Omega: |
4.54 |
| Rho: |
0.78 |
Quote data
| Open: |
1.24 |
| High: |
1.26 |
| Low: |
1.24 |
| Previous Close: |
1.27 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.00% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.80 |
1.24 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.45 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
