BNP Paribas Call 70 HOLN 19.06.2026
/ DE000PG440G1
BNP Paribas Call 70 HOLN 19.06.20.../ DE000PG440G1 /
| 9/12/2024 10:24:15 AM |
Chg.+0.03 |
Bid5:08:41 PM |
Ask5:08:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.61EUR |
+1.90% |
1.58
Bid Size: 14,000 |
1.60
Ask Size: 14,000 |
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: |
5.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.71 |
| Intrinsic value: |
0.94 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.21 |
| Parity: |
0.94 |
| Time value: |
0.57 |
| Break-even: |
89.69 |
| Moneyness: |
1.13 |
| Premium: |
0.07 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
1.34% |
| Delta: |
0.86 |
| Theta: |
-0.01 |
| Omega: |
4.77 |
| Rho: |
1.01 |
Quote data
| Open: |
1.60 |
| High: |
1.61 |
| Low: |
1.60 |
| Previous Close: |
1.58 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.26% |
| 1 Month |
|
|
+16.67% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.59 |
1.43 |
| 1M High / 1M Low: |
1.79 |
1.30 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.55 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.55 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
73.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
