BNP Paribas Call 70 HOLN 19.12.2025
/ DE000PC39Z96
BNP Paribas Call 70 HOLN 19.12.20.../ DE000PC39Z96 /
| 10/14/2024 9:54:51 AM |
Chg.+0.08 |
Bid2:59:45 PM |
Ask2:59:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.78EUR |
+4.71% |
1.77
Bid Size: 20,000 |
1.79
Ask Size: 20,000 |
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: |
5.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.83 |
| Intrinsic value: |
1.38 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.21 |
| Parity: |
1.38 |
| Time value: |
0.38 |
| Break-even: |
92.27 |
| Moneyness: |
1.18 |
| Premium: |
0.04 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
1.15% |
| Delta: |
0.88 |
| Theta: |
-0.01 |
| Omega: |
4.44 |
| Rho: |
0.72 |
Quote data
| Open: |
1.78 |
| High: |
1.78 |
| Low: |
1.78 |
| Previous Close: |
1.70 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.88% |
| 1 Month |
|
|
+15.58% |
| 3 Months |
|
|
+6.59% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.73 |
1.61 |
| 1M High / 1M Low: |
1.86 |
1.55 |
| 6M High / 6M Low: |
1.96 |
1.12 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.67 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.69 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.50 |
| Avg. volume 6M: |
|
25.19 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.43% |
| Volatility 6M: |
|
86.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
