BNP Paribas Call 75 HOLN 21.03.2025
/ DE000PC7ZT34
BNP Paribas Call 75 HOLN 21.03.20.../ DE000PC7ZT34 /
2024-09-12 9:54:49 AM |
Chg.+0.030 |
Bid4:36:12 PM |
Ask4:36:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.940EUR |
+3.30% |
0.910 Bid Size: 22,500 |
0.920 Ask Size: 22,500 |
HOLCIM N |
75.00 CHF |
2025-03-21 |
Call |
Master data
WKN: |
PC7ZT3 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
HOLCIM N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
75.00 CHF |
Maturity: |
2025-03-21 |
Issue date: |
2024-04-09 |
Last trading day: |
2025-03-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
10.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.81 |
Intrinsic value: |
0.41 |
Implied volatility: |
0.22 |
Historic volatility: |
0.21 |
Parity: |
0.41 |
Time value: |
0.43 |
Break-even: |
88.32 |
Moneyness: |
1.05 |
Premium: |
0.05 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.01 |
Spread %: |
1.20% |
Delta: |
0.69 |
Theta: |
-0.02 |
Omega: |
6.93 |
Rho: |
0.26 |
Quote data
Open: |
0.930 |
High: |
0.940 |
Low: |
0.930 |
Previous Close: |
0.910 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+2.17% |
1 Month |
|
|
+27.03% |
3 Months |
|
|
-7.84% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.920 |
0.780 |
1M High / 1M Low: |
1.120 |
0.670 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.882 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.895 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
119.24% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |