BNP Paribas Call 85 HOLN 20.12.2024
/ DE000PC61M84
BNP Paribas Call 85 HOLN 20.12.20.../ DE000PC61M84 /
| 9/12/2024 10:01:01 AM |
Chg.+0.020 |
Bid4:57:12 PM |
Ask4:57:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
+10.53% |
0.200
Bid Size: 27,500 |
0.210
Ask Size: 27,500 |
HOLCIM N |
85.00 CHF |
12/20/2024 |
Call |
Master data
| WKN: |
PC61M8 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 CHF |
| Maturity: |
12/20/2024 |
| Issue date: |
3/21/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
46.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.21 |
| Parity: |
-0.66 |
| Time value: |
0.18 |
| Break-even: |
92.37 |
| Moneyness: |
0.93 |
| Premium: |
0.10 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.01 |
| Spread %: |
5.88% |
| Delta: |
0.31 |
| Theta: |
-0.02 |
| Omega: |
14.27 |
| Rho: |
0.06 |
Quote data
| Open: |
0.210 |
| High: |
0.210 |
| Low: |
0.210 |
| Previous Close: |
0.190 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.00% |
| 1 Month |
|
|
+31.25% |
| 3 Months |
|
|
-32.26% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.200 |
0.140 |
| 1M High / 1M Low: |
0.300 |
0.130 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.176 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.201 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
235.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
