BNP Paribas Call 85 HOLN 20.09.2024
/ DE000PC7ZTZ7
BNP Paribas Call 85 HOLN 20.09.20.../ DE000PC7ZTZ7 /
| 11/07/2024 16:21:21 |
Chg.+0.030 |
Bid17:09:27 |
Ask17:09:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.180EUR |
+20.00% |
-
Bid Size: - |
-
Ask Size: - |
HOLCIM N |
85.00 CHF |
20/09/2024 |
Call |
Master data
| WKN: |
PC7ZTZ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 CHF |
| Maturity: |
20/09/2024 |
| Issue date: |
09/04/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
51.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.23 |
| Parity: |
-0.44 |
| Time value: |
0.16 |
| Break-even: |
88.92 |
| Moneyness: |
0.95 |
| Premium: |
0.07 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.01 |
| Spread %: |
6.67% |
| Delta: |
0.33 |
| Theta: |
-0.02 |
| Omega: |
17.16 |
| Rho: |
0.05 |
Quote data
| Open: |
0.170 |
| High: |
0.190 |
| Low: |
0.170 |
| Previous Close: |
0.150 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.00% |
| 1 Month |
|
|
+20.00% |
| 3 Months |
|
|
+50.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.190 |
0.130 |
| 1M High / 1M Low: |
0.210 |
0.090 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.158 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.151 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
359.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
