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BNP Paribas Call 70 HOLN 20.12.20.../  DE000PZ1EP63  /

Frankfurt Zert./BNP
2024-11-18  4:21:02 PM Chg.-0.040 Bid5:19:55 PM Ask5:19:55 PM Underlying Strike price Expiration date Option type
1.960EUR -2.00% -
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: 4.69
Leverage: Yes

Calculated values

Fair value: 1.97
Intrinsic value: 1.95
Implied volatility: 0.54
Historic volatility: 0.21
Parity: 1.95
Time value: 0.06
Break-even: 94.91
Moneyness: 1.26
Premium: 0.01
Premium p.a.: 0.08
Spread abs.: 0.02
Spread %: 1.01%
Delta: 0.94
Theta: -0.03
Omega: 4.40
Rho: 0.06
 

Quote data

Open: 2.000
High: 2.000
Low: 1.920
Previous Close: 2.000
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -17.99%
1 Month  
+20.25%
3 Months  
+92.16%
YTD  
+493.94%
1 Year  
+833.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.390 2.000
1M High / 1M Low: 2.390 1.410
6M High / 6M Low: 2.390 0.740
High (YTD): 2024-11-11 2.390
Low (YTD): 2024-01-23 0.200
52W High: 2024-11-11 2.390
52W Low: 2024-01-23 0.200
Avg. price 1W:   2.140
Avg. volume 1W:   0.000
Avg. price 1M:   1.824
Avg. volume 1M:   0.000
Avg. price 6M:   1.378
Avg. volume 6M:   0.000
Avg. price 1Y:   0.999
Avg. volume 1Y:   1.600
Volatility 1M:   112.16%
Volatility 6M:   116.04%
Volatility 1Y:   133.72%
Volatility 3Y:   -