BNP Paribas Call 70 HOLN 20.12.2024
/ DE000PZ1EP63
BNP Paribas Call 70 HOLN 20.12.20.../ DE000PZ1EP63 /
8/7/2024 4:21:02 PM |
Chg.+0.190 |
Bid4:22:16 PM |
Ask4:22:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.930EUR |
+25.68% |
0.930 Bid Size: 24,500 |
0.940 Ask Size: 24,500 |
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: |
10.48 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.57 |
Intrinsic value: |
0.23 |
Implied volatility: |
0.30 |
Historic volatility: |
0.21 |
Parity: |
0.23 |
Time value: |
0.51 |
Break-even: |
82.61 |
Moneyness: |
1.03 |
Premium: |
0.07 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.01 |
Spread %: |
1.37% |
Delta: |
0.63 |
Theta: |
-0.02 |
Omega: |
6.58 |
Rho: |
0.15 |
Quote data
Open: |
0.780 |
High: |
0.970 |
Low: |
0.780 |
Previous Close: |
0.740 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-34.51% |
1 Month |
|
|
-23.77% |
3 Months |
|
|
-3.13% |
YTD |
|
|
+181.82% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.420 |
0.740 |
1M High / 1M Low: |
1.710 |
0.740 |
6M High / 6M Low: |
1.710 |
0.230 |
High (YTD): |
7/23/2024 |
1.710 |
Low (YTD): |
1/23/2024 |
0.200 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.988 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.390 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.038 |
Avg. volume 6M: |
|
3.226 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
153.74% |
Volatility 6M: |
|
131.74% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |