BNP Paribas Call 80 HOLN 20.12.2024
/ DE000PC6NTN1
BNP Paribas Call 80 HOLN 20.12.20.../ DE000PC6NTN1 /
| 2024-08-07 3:21:06 PM |
Chg.+0.120 |
Bid4:11:48 PM |
Ask4:11:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
+57.14% |
0.310
Bid Size: 25,000 |
0.320
Ask Size: 25,000 |
HOLCIM N |
80.00 CHF |
2024-12-20 |
Call |
Master data
| WKN: |
PC6NTN |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-14 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
35.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.21 |
| Parity: |
-0.84 |
| Time value: |
0.22 |
| Break-even: |
88.15 |
| Moneyness: |
0.90 |
| Premium: |
0.14 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.01 |
| Spread %: |
4.76% |
| Delta: |
0.31 |
| Theta: |
-0.02 |
| Omega: |
10.86 |
| Rho: |
0.08 |
Quote data
| Open: |
0.230 |
| High: |
0.330 |
| Low: |
0.230 |
| Previous Close: |
0.210 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-46.77% |
| 1 Month |
|
|
-35.29% |
| 3 Months |
|
|
-8.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.620 |
0.210 |
| 1M High / 1M Low: |
0.860 |
0.210 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.357 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.623 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
228.86% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
