BNP Paribas Call 70 HOLN 19.09.2025
/ DE000PG6AR94
BNP Paribas Call 70 HOLN 19.09.20.../ DE000PG6AR94 /
| 2024-11-18 12:20:51 PM |
Chg.-0.020 |
Bid12:26:00 PM |
Ask12:26:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.130EUR |
-0.93% |
2.130
Bid Size: 17,500 |
2.150
Ask Size: 17,500 |
HOLCIM N |
70.00 CHF |
2025-09-19 |
Call |
Master data
| WKN: |
PG6AR9 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 CHF |
| Maturity: |
2025-09-19 |
| Issue date: |
2024-08-13 |
| Last trading day: |
2025-09-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.20 |
| Intrinsic value: |
1.95 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.21 |
| Parity: |
1.95 |
| Time value: |
0.21 |
| Break-even: |
96.41 |
| Moneyness: |
1.26 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
0.93% |
| Delta: |
0.96 |
| Theta: |
-0.01 |
| Omega: |
4.20 |
| Rho: |
0.58 |
Quote data
| Open: |
2.160 |
| High: |
2.160 |
| Low: |
2.100 |
| Previous Close: |
2.150 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.14% |
| 1 Month |
|
|
+18.99% |
| 3 Months |
|
|
+70.40% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.510 |
2.150 |
| 1M High / 1M Low: |
2.510 |
1.590 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.276 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.977 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.86% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
