BNP Paribas Call 70 HOLN 20.06.2025
/ DE000PC1L0C0
BNP Paribas Call 70 HOLN 20.06.20.../ DE000PC1L0C0 /
9/12/2024 9:13:27 AM |
Chg.-0.01 |
Bid5:20:00 PM |
Ask5:20:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.38EUR |
-0.72% |
- 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: |
1.38 |
High: |
1.38 |
Low: |
1.38 |
Previous Close: |
1.39 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+0.73% |
1 Month |
|
|
+17.95% |
3 Months |
|
|
-3.50% |
YTD |
|
|
+187.50% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.39 |
1.25 |
1M High / 1M Low: |
1.55 |
1.09 |
6M High / 6M Low: |
1.87 |
0.94 |
High (YTD): |
7/23/2024 |
1.87 |
Low (YTD): |
1/23/2024 |
0.33 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.34 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.34 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.33 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
79.19% |
Volatility 6M: |
|
102.86% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |