BNP Paribas Call 75 HOLN 20.06.2025
/ DE000PG3QRT8
BNP Paribas Call 75 HOLN 20.06.20.../ DE000PG3QRT8 /
| 07/08/2024 13:20:59 |
Chg.+0.140 |
Bid13:24:07 |
Ask13:24:07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
+21.88% |
0.790
Bid Size: 17,500 |
0.800
Ask Size: 17,500 |
HOLCIM N |
75.00 CHF |
20/06/2025 |
Call |
Master data
| WKN: |
PG3QRT |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 CHF |
| Maturity: |
20/06/2025 |
| Issue date: |
08/07/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.21 |
| Parity: |
-0.31 |
| Time value: |
0.65 |
| Break-even: |
87.08 |
| Moneyness: |
0.96 |
| Premium: |
0.12 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
1.56% |
| Delta: |
0.53 |
| Theta: |
-0.01 |
| Omega: |
6.32 |
| Rho: |
0.30 |
Quote data
| Open: |
0.670 |
| High: |
0.780 |
| Low: |
0.670 |
| Previous Close: |
0.640 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-34.45% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.190 |
0.640 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.835 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
