BNP Paribas Call 80 HOLN 20.06.2025
/ DE000PC6NTQ4
BNP Paribas Call 80 HOLN 20.06.20.../ DE000PC6NTQ4 /
12/09/2024 10:25:32 |
Chg.+0.030 |
Bid14:46:35 |
Ask14:46:35 |
Underlying |
Strike price |
Expiration date |
Option type |
0.700EUR |
+4.48% |
0.670 Bid Size: 17,000 |
0.680 Ask Size: 17,000 |
HOLCIM N |
80.00 CHF |
20/06/2025 |
Call |
Master data
WKN: |
PC6NTQ |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
HOLCIM N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
80.00 CHF |
Maturity: |
20/06/2025 |
Issue date: |
14/03/2024 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
13.55 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.66 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.19 |
Historic volatility: |
0.21 |
Parity: |
-0.12 |
Time value: |
0.62 |
Break-even: |
91.44 |
Moneyness: |
0.99 |
Premium: |
0.09 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.01 |
Spread %: |
1.64% |
Delta: |
0.56 |
Theta: |
-0.01 |
Omega: |
7.62 |
Rho: |
0.32 |
Quote data
Open: |
0.700 |
High: |
0.700 |
Low: |
0.700 |
Previous Close: |
0.670 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+2.94% |
1 Month |
|
|
+27.27% |
3 Months |
|
|
-10.26% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.680 |
0.570 |
1M High / 1M Low: |
0.840 |
0.500 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.648 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.659 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
122.79% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |