BNP Paribas Call 80 HOLN 19.09.2025
/ DE000PG4ZSX7
BNP Paribas Call 80 HOLN 19.09.20.../ DE000PG4ZSX7 /
| 2024-11-18 9:27:32 AM |
Chg.0.00 |
Bid8:00:02 PM |
Ask8:00:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.30EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
HOLCIM N |
80.00 CHF |
2025-09-19 |
Call |
Master data
| WKN: |
PG4ZSX |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 CHF |
| Maturity: |
2025-09-19 |
| Issue date: |
2024-07-26 |
| Last trading day: |
2025-09-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.36 |
| Intrinsic value: |
0.88 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.21 |
| Parity: |
0.88 |
| Time value: |
0.40 |
| Break-even: |
98.30 |
| Moneyness: |
1.10 |
| Premium: |
0.04 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.79% |
| Delta: |
0.80 |
| Theta: |
-0.01 |
| Omega: |
5.90 |
| Rho: |
0.52 |
Quote data
| Open: |
1.30 |
| High: |
1.30 |
| Low: |
1.30 |
| Previous Close: |
1.30 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.13% |
| 1 Month |
|
|
+36.84% |
| 3 Months |
|
|
+100.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.55 |
1.30 |
| 1M High / 1M Low: |
1.55 |
0.81 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.43 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.14 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
156.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
