BNP Paribas Call 70 HOLN 21.03.2025
/ DE000PC7ZT42
BNP Paribas Call 70 HOLN 21.03.20.../ DE000PC7ZT42 /
| 2024-11-18 9:47:33 AM |
Chg.-0.04 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.07EUR |
-1.90% |
-
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: |
4.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.03 |
| Intrinsic value: |
1.95 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.21 |
| Parity: |
1.95 |
| Time value: |
0.13 |
| Break-even: |
95.61 |
| Moneyness: |
1.26 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
0.97% |
| Delta: |
0.93 |
| Theta: |
-0.01 |
| Omega: |
4.21 |
| Rho: |
0.23 |
Quote data
| Open: |
2.07 |
| High: |
2.07 |
| Low: |
2.07 |
| Previous Close: |
2.11 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.81% |
| 1 Month |
|
|
+23.21% |
| 3 Months |
|
|
+76.92% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.43 |
2.11 |
| 1M High / 1M Low: |
2.43 |
1.50 |
| 6M High / 6M Low: |
2.43 |
0.93 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.26 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.91 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.48 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.01% |
| Volatility 6M: |
|
103.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
