BNP Paribas Call 80 HOLN 20.12.2024
/ DE000PC6NTN1
BNP Paribas Call 80 HOLN 20.12.20.../ DE000PC6NTN1 /
2024-09-12 4:21:02 PM |
Chg.+0.080 |
Bid4:40:52 PM |
Ask4:40:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.430EUR |
+22.86% |
0.440 Bid Size: 24,000 |
0.450 Ask Size: 24,000 |
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: |
22.11 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.34 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.23 |
Historic volatility: |
0.21 |
Parity: |
-0.12 |
Time value: |
0.38 |
Break-even: |
89.04 |
Moneyness: |
0.99 |
Premium: |
0.06 |
Premium p.a.: |
0.24 |
Spread abs.: |
0.01 |
Spread %: |
2.70% |
Delta: |
0.51 |
Theta: |
-0.02 |
Omega: |
11.20 |
Rho: |
0.11 |
Quote data
Open: |
0.430 |
High: |
0.450 |
Low: |
0.410 |
Previous Close: |
0.350 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+48.28% |
3 Months |
|
|
-30.65% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.430 |
0.350 |
1M High / 1M Low: |
0.540 |
0.270 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.390 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.418 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
129.46% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |