BNP Paribas Call 75 HOLN 20.06.2025
/ DE000PG3QRT8
BNP Paribas Call 75 HOLN 20.06.20.../ DE000PG3QRT8 /
| 2024-11-18 9:15:03 AM |
Chg.-0.02 |
Bid2:01:19 PM |
Ask2:01:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.66EUR |
-1.19% |
1.60
Bid Size: 18,000 |
1.62
Ask Size: 18,000 |
HOLCIM N |
75.00 CHF |
2025-06-20 |
Call |
Master data
| WKN: |
PG3QRT |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 CHF |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-07-08 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.65 |
| Intrinsic value: |
1.41 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.21 |
| Parity: |
1.41 |
| Time value: |
0.25 |
| Break-even: |
96.75 |
| Moneyness: |
1.18 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
1.22% |
| Delta: |
0.88 |
| Theta: |
-0.01 |
| Omega: |
4.98 |
| Rho: |
0.39 |
Quote data
| Open: |
1.66 |
| High: |
1.66 |
| Low: |
1.66 |
| Previous Close: |
1.68 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.99% |
| 1 Month |
|
|
+31.75% |
| 3 Months |
|
|
+93.02% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.95 |
1.68 |
| 1M High / 1M Low: |
1.95 |
1.12 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.81 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.50 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.48% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
