BNP Paribas Call 70 HOLN 19.12.2025
/ DE000PC39Z96
BNP Paribas Call 70 HOLN 19.12.20.../ DE000PC39Z96 /
| 2024-11-18 9:46:34 AM |
Chg.-0.02 |
Bid1:57:58 PM |
Ask1:57:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.19EUR |
-0.90% |
2.14
Bid Size: 17,500 |
2.16
Ask Size: 17,500 |
HOLCIM N |
70.00 CHF |
2025-12-19 |
Call |
Master data
| WKN: |
PC39Z9 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 CHF |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.29 |
| Intrinsic value: |
1.95 |
| Implied volatility: |
- |
| Historic volatility: |
0.21 |
| Parity: |
1.95 |
| Time value: |
0.24 |
| Break-even: |
96.71 |
| Moneyness: |
1.26 |
| Premium: |
0.03 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.02 |
| Spread %: |
0.92% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
2.19 |
| High: |
2.19 |
| Low: |
2.19 |
| Previous Close: |
2.21 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.75% |
| 1 Month |
|
|
+20.99% |
| 3 Months |
|
|
+63.43% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.51 |
2.21 |
| 1M High / 1M Low: |
2.51 |
1.63 |
| 6M High / 6M Low: |
2.51 |
1.13 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.36 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.03 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.63 |
| Avg. volume 6M: |
|
12.40 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.87% |
| Volatility 6M: |
|
86.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
