BNP Paribas Call 70 HOLN 20.12.2024
/ DE000PZ1EP63
BNP Paribas Call 70 HOLN 20.12.20.../ DE000PZ1EP63 /
| 2024-08-07 10:09:01 AM |
Chg.-0.010 |
Bid3:07:28 PM |
Ask3:07:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.830EUR |
-1.19% |
0.940
Bid Size: 24,000 |
0.950
Ask Size: 24,000 |
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: |
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: |
0.840 |
| High: |
0.840 |
| Low: |
0.830 |
| Previous Close: |
0.840 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-41.96% |
| 1 Month |
|
|
-36.15% |
| 3 Months |
|
|
-13.54% |
| YTD |
|
|
+151.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.430 |
0.840 |
| 1M High / 1M Low: |
1.710 |
0.840 |
| 6M High / 6M Low: |
1.710 |
0.260 |
| High (YTD): |
2024-07-23 |
1.710 |
| Low (YTD): |
2024-01-23 |
0.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.055 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.380 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.032 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.71% |
| Volatility 6M: |
|
123.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
