BNP Paribas Call 70 HOLN 20.06.2025
/ DE000PC1L0C0
BNP Paribas Call 70 HOLN 20.06.20.../ DE000PC1L0C0 /
| 9/12/2024 4:21:02 PM |
Chg.+0.120 |
Bid5:17:50 PM |
Ask5:17:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.380EUR |
+9.52% |
-
Bid Size: - |
-
Ask Size: - |
HOLCIM N |
70.00 CHF |
6/20/2025 |
Call |
Master data
| WKN: |
PC1L0C |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 CHF |
| Maturity: |
6/20/2025 |
| Issue date: |
12/11/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.31 |
| Intrinsic value: |
0.94 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.21 |
| Parity: |
0.94 |
| Time value: |
0.35 |
| Break-even: |
87.49 |
| Moneyness: |
1.13 |
| Premium: |
0.04 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.78% |
| Delta: |
0.82 |
| Theta: |
-0.01 |
| Omega: |
5.36 |
| Rho: |
0.43 |
Quote data
| Open: |
1.370 |
| High: |
1.410 |
| Low: |
1.360 |
| Previous Close: |
1.260 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+26.61% |
| 3 Months |
|
|
-12.10% |
| YTD |
|
|
+187.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.380 |
1.260 |
| 1M High / 1M Low: |
1.530 |
1.060 |
| 6M High / 6M Low: |
1.870 |
0.940 |
| High (YTD): |
7/23/2024 |
1.870 |
| Low (YTD): |
1/23/2024 |
0.330 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.324 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.339 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.335 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
60.79% |
| Volatility 6M: |
|
90.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
