BNP Paribas Call 70 HOLN 19.09.2025
/ DE000PG6AR94
BNP Paribas Call 70 HOLN 19.09.20.../ DE000PG6AR94 /
| 10/14/2024 4:21:01 PM |
Chg.+0.050 |
Bid5:19:20 PM |
Ask5:19:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.740EUR |
+2.96% |
-
Bid Size: - |
-
Ask Size: - |
HOLCIM N |
70.00 CHF |
9/19/2025 |
Call |
Master data
| WKN: |
PG6AR9 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 CHF |
| Maturity: |
9/19/2025 |
| Issue date: |
8/13/2024 |
| Last trading day: |
9/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.73 |
| Intrinsic value: |
1.38 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.21 |
| Parity: |
1.38 |
| Time value: |
0.34 |
| Break-even: |
91.87 |
| Moneyness: |
1.18 |
| Premium: |
0.04 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
1.18% |
| Delta: |
0.87 |
| Theta: |
-0.01 |
| Omega: |
4.48 |
| Rho: |
0.56 |
Quote data
| Open: |
1.720 |
| High: |
1.740 |
| Low: |
1.720 |
| Previous Close: |
1.690 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.43% |
| 1 Month |
|
|
+12.99% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.690 |
1.590 |
| 1M High / 1M Low: |
1.830 |
1.520 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.660 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.648 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
83.21% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
