BNP Paribas Call 75 HOLN 20.12.2024
/ DE000PC5CG87
BNP Paribas Call 75 HOLN 20.12.20.../ DE000PC5CG87 /
2024-07-11 4:21:18 PM |
Chg.+0.080 |
Bid5:18:14 PM |
Ask5:18:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.970EUR |
+8.99% |
- Bid Size: - |
- Ask Size: - |
HOLCIM N |
75.00 CHF |
2024-12-20 |
Call |
Master data
WKN: |
PC5CG8 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
HOLCIM N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
75.00 CHF |
Maturity: |
2024-12-20 |
Issue date: |
2024-02-20 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.11 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.91 |
Intrinsic value: |
0.59 |
Implied volatility: |
0.23 |
Historic volatility: |
0.23 |
Parity: |
0.59 |
Time value: |
0.32 |
Break-even: |
86.15 |
Moneyness: |
1.08 |
Premium: |
0.04 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.01 |
Spread %: |
1.11% |
Delta: |
0.75 |
Theta: |
-0.02 |
Omega: |
6.82 |
Rho: |
0.24 |
Quote data
Open: |
0.940 |
High: |
0.980 |
Low: |
0.940 |
Previous Close: |
0.890 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+11.49% |
1 Month |
|
|
+14.12% |
3 Months |
|
|
+51.56% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.980 |
0.830 |
1M High / 1M Low: |
0.990 |
0.710 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.902 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.860 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
159.38% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |