BNP Paribas Call 70 HOLN 20.06.2025
/ DE000PC1L0C0
BNP Paribas Call 70 HOLN 20.06.20.../ DE000PC1L0C0 /
| 8/7/2024 9:11:57 AM |
Chg.-0.02 |
Bid3:56:47 PM |
Ask3:56:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.00EUR |
-1.96% |
1.13
Bid Size: 19,500 |
1.14
Ask Size: 19,500 |
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: |
8.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.21 |
| Parity: |
0.23 |
| Time value: |
0.72 |
| Break-even: |
84.71 |
| Moneyness: |
1.03 |
| Premium: |
0.09 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
1.06% |
| Delta: |
0.65 |
| Theta: |
-0.01 |
| Omega: |
5.29 |
| Rho: |
0.35 |
Quote data
| Open: |
1.00 |
| High: |
1.00 |
| Low: |
1.00 |
| Previous Close: |
1.02 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-37.50% |
| 1 Month |
|
|
-31.97% |
| 3 Months |
|
|
-12.28% |
| YTD |
|
|
+108.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.60 |
0.94 |
| 1M High / 1M Low: |
1.87 |
0.94 |
| 6M High / 6M Low: |
1.87 |
0.39 |
| High (YTD): |
7/23/2024 |
1.87 |
| Low (YTD): |
1/23/2024 |
0.33 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.22 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.54 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.19 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
166.25% |
| Volatility 6M: |
|
107.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
