BNP Paribas Call 70 HOLN 19.09.2025
/ DE000PG6AR94
BNP Paribas Call 70 HOLN 19.09.20.../ DE000PG6AR94 /
| 2024-11-18 9:46:09 AM |
Chg.-0.03 |
Bid8:00:03 PM |
Ask8:00:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.15EUR |
-1.38% |
-
Bid Size: - |
-
Ask Size: - |
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: |
2.15 |
| High: |
2.15 |
| Low: |
2.15 |
| Previous Close: |
2.18 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.31% |
| 1 Month |
|
|
+22.16% |
| 3 Months |
|
|
+66.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.48 |
2.18 |
| 1M High / 1M Low: |
2.48 |
1.59 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.33 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.99 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.17% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
