BNP Paribas Call 70 HOLN 19.06.2026
/ DE000PG440G1
BNP Paribas Call 70 HOLN 19.06.20.../ DE000PG440G1 /
14/10/2024 16:20:57 |
Chg.+0.030 |
Bid17:19:37 |
Ask17:19:37 |
Underlying |
Strike price |
Expiration date |
Option type |
1.870EUR |
+1.63% |
- Bid Size: - |
- Ask Size: - |
HOLCIM N |
70.00 CHF |
19/06/2026 |
Call |
Master data
WKN: |
PG440G |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
HOLCIM N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
70.00 CHF |
Maturity: |
19/06/2026 |
Issue date: |
30/07/2024 |
Last trading day: |
18/06/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.75 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.01 |
Intrinsic value: |
1.38 |
Implied volatility: |
0.15 |
Historic volatility: |
0.21 |
Parity: |
1.38 |
Time value: |
0.48 |
Break-even: |
93.27 |
Moneyness: |
1.18 |
Premium: |
0.05 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.02 |
Spread %: |
1.09% |
Delta: |
0.90 |
Theta: |
-0.01 |
Omega: |
4.28 |
Rho: |
1.02 |
Quote data
Open: |
1.860 |
High: |
1.870 |
Low: |
1.850 |
Previous Close: |
1.840 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+6.86% |
1 Month |
|
|
+10.00% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.840 |
1.750 |
1M High / 1M Low: |
1.960 |
1.670 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.806 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.797 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
70.40% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |