BNP Paribas Call 85 HOLN 20.09.2024
/ DE000PC7ZTZ7
BNP Paribas Call 85 HOLN 20.09.20.../ DE000PC7ZTZ7 /
8/7/2024 10:13:51 AM |
Chg.+0.003 |
Bid1:57:49 PM |
Ask1:57:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.017EUR |
+21.43% |
0.025 Bid Size: 71,500 |
0.081 Ask Size: 71,500 |
HOLCIM N |
85.00 CHF |
9/20/2024 |
Call |
Master data
WKN: |
PC7ZTZ |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
HOLCIM N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
85.00 CHF |
Maturity: |
9/20/2024 |
Issue date: |
4/9/2024 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
95.70 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.41 |
Historic volatility: |
0.21 |
Parity: |
-1.38 |
Time value: |
0.08 |
Break-even: |
92.14 |
Moneyness: |
0.85 |
Premium: |
0.19 |
Premium p.a.: |
3.19 |
Spread abs.: |
0.07 |
Spread %: |
575.00% |
Delta: |
0.15 |
Theta: |
-0.03 |
Omega: |
14.31 |
Rho: |
0.01 |
Quote data
Open: |
0.016 |
High: |
0.017 |
Low: |
0.016 |
Previous Close: |
0.014 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-88.67% |
1 Month |
|
|
-89.38% |
3 Months |
|
|
-78.75% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.150 |
0.014 |
1M High / 1M Low: |
0.350 |
0.014 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.069 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.186 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
448.04% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |