BNP Paribas Call 70 HOLN 21.03.2025
/ DE000PC7ZT42
BNP Paribas Call 70 HOLN 21.03.20.../ DE000PC7ZT42 /
07/08/2024 10:13:51 |
Chg.+0.040 |
Bid16:01:56 |
Ask16:01:56 |
Underlying |
Strike price |
Expiration date |
Option type |
0.970EUR |
+4.30% |
1.050 Bid Size: 22,500 |
1.060 Ask Size: 22,500 |
HOLCIM N |
70.00 CHF |
21/03/2025 |
Call |
Master data
WKN: |
PC7ZT4 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
HOLCIM N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
70.00 CHF |
Maturity: |
21/03/2025 |
Issue date: |
09/04/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.91 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.71 |
Intrinsic value: |
0.23 |
Implied volatility: |
0.28 |
Historic volatility: |
0.21 |
Parity: |
0.23 |
Time value: |
0.64 |
Break-even: |
83.91 |
Moneyness: |
1.03 |
Premium: |
0.08 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.01 |
Spread %: |
1.16% |
Delta: |
0.64 |
Theta: |
-0.02 |
Omega: |
5.67 |
Rho: |
0.25 |
Quote data
Open: |
0.960 |
High: |
0.970 |
Low: |
0.960 |
Previous Close: |
0.930 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-36.60% |
1 Month |
|
|
-31.69% |
3 Months |
|
|
-8.49% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.530 |
0.930 |
1M High / 1M Low: |
1.800 |
0.930 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.157 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.483 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
134.48% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |