BNP Paribas Call 85 HOLN 21.03.20.../  DE000PC7ZT18  /

EUWAX
27/09/2024  09:27:01 Chg.0.000 Bid22:00:26 Ask22:00:26 Underlying Strike price Expiration date Option type
0.560EUR 0.00% -
Bid Size: -
-
Ask Size: -
HOLCIM N 85.00 CHF 21/03/2025 Call
 

Master data

WKN: PC7ZT1
Issuer: BNP PARIBAS
Currency: EUR
Underlying: HOLCIM N
Type: Warrant
Option type: Call
Strike price: 85.00 CHF
Maturity: 21/03/2025
Issue date: 09/04/2024
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.65
Leverage: Yes

Calculated values

Fair value: 0.55
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.21
Parity: -0.07
Time value: 0.57
Break-even: 95.58
Moneyness: 0.99
Premium: 0.07
Premium p.a.: 0.15
Spread abs.: 0.01
Spread %: 1.79%
Delta: 0.55
Theta: -0.02
Omega: 8.66
Rho: 0.21
 

Quote data

Open: 0.560
High: 0.560
Low: 0.560
Previous Close: 0.560
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.00%
1 Month  
+51.35%
3 Months  
+51.35%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.560 0.410
1M High / 1M Low: 0.560 0.280
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.482
Avg. volume 1W:   0.000
Avg. price 1M:   0.407
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   187.98%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -