BNP Paribas Call 75 HOLN 21.03.2025
/ DE000PC7ZT34
BNP Paribas Call 75 HOLN 21.03.20.../ DE000PC7ZT34 /
| 8/7/2024 2:20:54 PM |
Chg.+0.150 |
Bid3:19:15 PM |
Ask3:19:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.700EUR |
+27.27% |
0.730
Bid Size: 19,500 |
0.740
Ask Size: 19,500 |
HOLCIM N |
75.00 CHF |
3/21/2025 |
Call |
Master data
| WKN: |
PC7ZT3 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 CHF |
| Maturity: |
3/21/2025 |
| Issue date: |
4/9/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.21 |
| Parity: |
-0.31 |
| Time value: |
0.56 |
| Break-even: |
86.18 |
| Moneyness: |
0.96 |
| Premium: |
0.11 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.01 |
| Spread %: |
1.82% |
| Delta: |
0.51 |
| Theta: |
-0.02 |
| Omega: |
7.01 |
| Rho: |
0.21 |
Quote data
| Open: |
0.590 |
| High: |
0.700 |
| Low: |
0.590 |
| Previous Close: |
0.550 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-37.50% |
| 1 Month |
|
|
-28.57% |
| 3 Months |
|
|
-2.78% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.120 |
0.550 |
| 1M High / 1M Low: |
1.390 |
0.550 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.765 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.107 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
160.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
