BNP Paribas Call 75 HOLN 20.09.2024
/ DE000PC6NTM3
BNP Paribas Call 75 HOLN 20.09.20.../ DE000PC6NTM3 /
9/12/2024 10:25:32 AM |
Chg.+0.030 |
Bid3:06:36 PM |
Ask3:06:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.580EUR |
+5.45% |
0.530 Bid Size: 19,000 |
0.570 Ask Size: 19,000 |
HOLCIM N |
75.00 CHF |
9/20/2024 |
Call |
Master data
WKN: |
PC6NTM |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
HOLCIM N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
75.00 CHF |
Maturity: |
9/20/2024 |
Issue date: |
3/14/2024 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
17.50 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.42 |
Intrinsic value: |
0.41 |
Implied volatility: |
0.44 |
Historic volatility: |
0.21 |
Parity: |
0.41 |
Time value: |
0.07 |
Break-even: |
84.72 |
Moneyness: |
1.05 |
Premium: |
0.01 |
Premium p.a.: |
0.47 |
Spread abs.: |
0.04 |
Spread %: |
9.09% |
Delta: |
0.79 |
Theta: |
-0.10 |
Omega: |
13.87 |
Rho: |
0.01 |
Quote data
Open: |
0.580 |
High: |
0.580 |
Low: |
0.580 |
Previous Close: |
0.550 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+45.00% |
3 Months |
|
|
-22.67% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.580 |
0.410 |
1M High / 1M Low: |
0.830 |
0.330 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.522 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.563 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
225.98% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |