BNP Paribas Call 70 HOLN 20.12.2024
/ DE000PZ1EP63
BNP Paribas Call 70 HOLN 20.12.20.../ DE000PZ1EP63 /
| 11/07/2024 16:21:01 |
Chg.+0.100 |
Bid17:16:14 |
Ask17:16:14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.390EUR |
+7.75% |
-
Bid Size: - |
-
Ask Size: - |
HOLCIM N |
70.00 CHF |
20/12/2024 |
Call |
Master data
| WKN: |
PZ1EP6 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 CHF |
| Maturity: |
20/12/2024 |
| Issue date: |
15/11/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.30 |
| Intrinsic value: |
1.10 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.23 |
| Parity: |
1.10 |
| Time value: |
0.23 |
| Break-even: |
85.21 |
| Moneyness: |
1.15 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
1.53% |
| Delta: |
0.85 |
| Theta: |
-0.02 |
| Omega: |
5.29 |
| Rho: |
0.25 |
Quote data
| Open: |
1.350 |
| High: |
1.410 |
| Low: |
1.350 |
| Previous Close: |
1.290 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.45% |
| 1 Month |
|
|
+11.20% |
| 3 Months |
|
|
+40.40% |
| YTD |
|
|
+321.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.400 |
1.220 |
| 1M High / 1M Low: |
1.410 |
1.080 |
| 6M High / 6M Low: |
1.410 |
0.200 |
| High (YTD): |
20/06/2024 |
1.410 |
| Low (YTD): |
23/01/2024 |
0.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.306 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.259 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.868 |
| Avg. volume 6M: |
|
3.200 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.53% |
| Volatility 6M: |
|
147.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
