BNP Paribas Call 70 HOLN 21.03.2025
/ DE000PC7ZT42
BNP Paribas Call 70 HOLN 21.03.20.../ DE000PC7ZT42 /
| 2024-10-14 4:20:56 PM |
Chg.+0.050 |
Bid5:19:20 PM |
Ask5:19:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.650EUR |
+3.13% |
-
Bid Size: - |
-
Ask Size: - |
HOLCIM N |
70.00 CHF |
2025-03-21 |
Call |
Master data
| WKN: |
PC7ZT4 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 CHF |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-09 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.53 |
| Intrinsic value: |
1.38 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.21 |
| Parity: |
1.38 |
| Time value: |
0.24 |
| Break-even: |
90.87 |
| Moneyness: |
1.18 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
1.25% |
| Delta: |
0.85 |
| Theta: |
-0.02 |
| Omega: |
4.66 |
| Rho: |
0.26 |
Quote data
| Open: |
1.630 |
| High: |
1.650 |
| Low: |
1.630 |
| Previous Close: |
1.600 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.74% |
| 1 Month |
|
|
+15.38% |
| 3 Months |
|
|
+3.13% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.600 |
1.490 |
| 1M High / 1M Low: |
1.750 |
1.420 |
| 6M High / 6M Low: |
1.810 |
0.860 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.562 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.555 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.334 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.19% |
| Volatility 6M: |
|
102.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
