BNP Paribas Call 75 HOLN 20.09.2024
/ DE000PC6NTM3
BNP Paribas Call 75 HOLN 20.09.20.../ DE000PC6NTM3 /
| 11/07/2024 10:12:12 |
Chg.+0.110 |
Bid17:20:00 |
Ask17:20:00 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.860EUR |
+14.67% |
-
Bid Size: - |
-
Ask Size: - |
HOLCIM N |
75.00 CHF |
20/09/2024 |
Call |
Master data
| WKN: |
PC6NTM |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 CHF |
| Maturity: |
20/09/2024 |
| Issue date: |
14/03/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.59 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.23 |
| Parity: |
0.59 |
| Time value: |
0.19 |
| Break-even: |
84.85 |
| Moneyness: |
1.08 |
| Premium: |
0.02 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
2.63% |
| Delta: |
0.77 |
| Theta: |
-0.03 |
| Omega: |
8.17 |
| Rho: |
0.11 |
Quote data
| Open: |
0.860 |
| High: |
0.860 |
| Low: |
0.860 |
| Previous Close: |
0.750 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.64% |
| 1 Month |
|
|
+14.67% |
| 3 Months |
|
|
+53.57% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.850 |
0.690 |
| 1M High / 1M Low: |
0.920 |
0.530 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.762 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.713 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
198.45% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
