BNP Paribas Call 70 HOLN 19.12.2025
/ DE000PC39Z96
BNP Paribas Call 70 HOLN 19.12.20.../ DE000PC39Z96 /
9/12/2024 10:24:41 AM |
Chg.+0.04 |
Bid2:02:01 PM |
Ask2:02:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.51EUR |
+2.72% |
1.50 Bid Size: 17,000 |
1.51 Ask Size: 17,000 |
HOLCIM N |
70.00 CHF |
12/19/2025 |
Call |
Master data
WKN: |
PC39Z9 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
HOLCIM N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
70.00 CHF |
Maturity: |
12/19/2025 |
Issue date: |
1/31/2024 |
Last trading day: |
12/18/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.04 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.52 |
Intrinsic value: |
0.94 |
Implied volatility: |
0.15 |
Historic volatility: |
0.21 |
Parity: |
0.94 |
Time value: |
0.45 |
Break-even: |
88.49 |
Moneyness: |
1.13 |
Premium: |
0.05 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.01 |
Spread %: |
0.72% |
Delta: |
0.85 |
Theta: |
-0.01 |
Omega: |
5.12 |
Rho: |
0.73 |
Quote data
Open: |
1.50 |
High: |
1.51 |
Low: |
1.50 |
Previous Close: |
1.47 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+2.03% |
1 Month |
|
|
+18.90% |
3 Months |
|
|
-4.43% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.48 |
1.32 |
1M High / 1M Low: |
1.69 |
1.19 |
6M High / 6M Low: |
1.96 |
1.07 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.44 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.44 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.43 |
Avg. volume 6M: |
|
147.29 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
81.33% |
Volatility 6M: |
|
85.12% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |