BNP Paribas Call 75 HOLN 21.03.2025
/ DE000PC7ZT34
BNP Paribas Call 75 HOLN 21.03.20.../ DE000PC7ZT34 /
10/14/2024 9:57:37 AM |
Chg.+0.09 |
Bid8:00:01 PM |
Ask8:00:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.20EUR |
+8.11% |
- Bid Size: - |
- Ask Size: - |
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: |
7.56 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.08 |
Intrinsic value: |
0.84 |
Implied volatility: |
0.26 |
Historic volatility: |
0.21 |
Parity: |
0.84 |
Time value: |
0.33 |
Break-even: |
91.71 |
Moneyness: |
1.11 |
Premium: |
0.04 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.02 |
Spread %: |
1.74% |
Delta: |
0.77 |
Theta: |
-0.02 |
Omega: |
5.85 |
Rho: |
0.25 |
Quote data
Open: |
1.19 |
High: |
1.20 |
Low: |
1.19 |
Previous Close: |
1.11 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+14.29% |
1 Month |
|
|
+22.45% |
3 Months |
|
|
+7.14% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.14 |
1.04 |
1M High / 1M Low: |
1.29 |
0.97 |
6M High / 6M Low: |
1.38 |
0.61 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.09 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.11 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.95 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
118.34% |
Volatility 6M: |
|
125.21% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |