BNP Paribas Call 70 HOLN 20.12.2024
/ DE000PZ1EP63
BNP Paribas Call 70 HOLN 20.12.20.../ DE000PZ1EP63 /
| 2024-09-12 4:20:59 PM |
Chg.+0.130 |
Bid5:19:56 PM |
Ask5:19:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.200EUR |
+12.15% |
-
Bid Size: - |
-
Ask Size: - |
HOLCIM N |
70.00 CHF |
2024-12-20 |
Call |
Master data
| WKN: |
PZ1EP6 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-11-15 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.06 |
| Intrinsic value: |
0.94 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.21 |
| Parity: |
0.94 |
| Time value: |
0.17 |
| Break-even: |
85.69 |
| Moneyness: |
1.13 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
1.83% |
| Delta: |
0.84 |
| Theta: |
-0.02 |
| Omega: |
6.39 |
| Rho: |
0.16 |
Quote data
| Open: |
1.200 |
| High: |
1.230 |
| Low: |
1.170 |
| Previous Close: |
1.070 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+33.33% |
| 3 Months |
|
|
-13.67% |
| YTD |
|
|
+263.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.200 |
1.070 |
| 1M High / 1M Low: |
1.370 |
0.860 |
| 6M High / 6M Low: |
1.710 |
0.740 |
| High (YTD): |
2024-07-23 |
1.710 |
| Low (YTD): |
2024-01-23 |
0.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.146 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.165 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.169 |
| Avg. volume 6M: |
|
3.175 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.71% |
| Volatility 6M: |
|
112.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
