BNP Paribas Call 70 HOLN 20.06.2025
/ DE000PC1L0C0
BNP Paribas Call 70 HOLN 20.06.20.../ DE000PC1L0C0 /
| 18/11/2024 16:20:59 |
Chg.-0.030 |
Bid17:16:22 |
Ask17:16:22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.090EUR |
-1.42% |
-
Bid Size: - |
-
Ask Size: - |
HOLCIM N |
70.00 CHF |
20/06/2025 |
Call |
Master data
| WKN: |
PC1L0C |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 CHF |
| Maturity: |
20/06/2025 |
| Issue date: |
11/12/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.12 |
| Intrinsic value: |
1.95 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.21 |
| Parity: |
1.95 |
| Time value: |
0.18 |
| Break-even: |
96.11 |
| Moneyness: |
1.26 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
0.95% |
| Delta: |
0.94 |
| Theta: |
-0.01 |
| Omega: |
4.14 |
| Rho: |
0.39 |
Quote data
| Open: |
2.140 |
| High: |
2.140 |
| Low: |
2.050 |
| Previous Close: |
2.120 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.06% |
| 1 Month |
|
|
+18.75% |
| 3 Months |
|
|
+72.73% |
| YTD |
|
|
+335.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.490 |
2.120 |
| 1M High / 1M Low: |
2.490 |
1.560 |
| 6M High / 6M Low: |
2.490 |
0.940 |
| High (YTD): |
11/11/2024 |
2.490 |
| Low (YTD): |
23/01/2024 |
0.330 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.252 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.951 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.544 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.57% |
| Volatility 6M: |
|
94.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
