BNP Paribas Call 70 HOLN 20.12.2024
/ DE000PZ1EP63
BNP Paribas Call 70 HOLN 20.12.20.../ DE000PZ1EP63 /
9/12/2024 10:24:37 AM |
Chg.+0.04 |
Bid8:00:03 PM |
Ask8:00:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.22EUR |
+3.39% |
- Bid Size: - |
- Ask Size: - |
HOLCIM N |
70.00 CHF |
12/20/2024 |
Call |
Master data
WKN: |
PZ1EP6 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
HOLCIM N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
70.00 CHF |
Maturity: |
12/20/2024 |
Issue date: |
11/15/2023 |
Last trading day: |
12/19/2024 |
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: |
1.22 |
High: |
1.22 |
Low: |
1.22 |
Previous Close: |
1.18 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+0.83% |
1 Month |
|
|
+25.77% |
3 Months |
|
|
-6.15% |
YTD |
|
|
+269.70% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.21 |
1.04 |
1M High / 1M Low: |
1.44 |
0.89 |
6M High / 6M Low: |
1.71 |
0.83 |
High (YTD): |
7/23/2024 |
1.71 |
Low (YTD): |
1/23/2024 |
0.20 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.16 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.17 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.16 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
106.36% |
Volatility 6M: |
|
116.11% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |