BNP Paribas Call 70 HOLN 20.12.2024
/ DE000PZ1EP63
BNP Paribas Call 70 HOLN 20.12.20.../ DE000PZ1EP63 /
| 18/11/2024 09:46:28 |
Chg.-0.03 |
Bid17:20:00 |
Ask17:20:00 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.00EUR |
-1.48% |
-
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: |
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: |
2.00 |
| High: |
2.00 |
| Low: |
2.00 |
| Previous Close: |
2.03 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.61% |
| 1 Month |
|
|
+25.00% |
| 3 Months |
|
|
+88.68% |
| YTD |
|
|
+506.06% |
| 1 Year |
|
|
+809.09% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.37 |
2.03 |
| 1M High / 1M Low: |
2.37 |
1.40 |
| 6M High / 6M Low: |
2.37 |
0.83 |
| High (YTD): |
11/11/2024 |
2.37 |
| Low (YTD): |
23/01/2024 |
0.20 |
| 52W High: |
11/11/2024 |
2.37 |
| 52W Low: |
23/01/2024 |
0.20 |
| Avg. price 1W: |
|
2.20 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.84 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.38 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.00 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
110.77% |
| Volatility 6M: |
|
114.46% |
| Volatility 1Y: |
|
120.30% |
| Volatility 3Y: |
|
- |
