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

EUWAX
7/11/2024  10:12:34 AM Chg.+0.050 Bid5:20:00 PM Ask5:20:00 PM Underlying Strike price Expiration date Option type
0.520EUR +10.64% -
Bid Size: -
-
Ask Size: -
HOLCIM N 85.00 CHF 3/21/2025 Call
 

Master data

WKN: PC7ZT1
Issuer: BNP PARIBAS
Currency: EUR
Underlying: HOLCIM N
Type: Warrant
Option type: Call
Strike price: 85.00 CHF
Maturity: 3/21/2025
Issue date: 4/9/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 17.64
Leverage: Yes

Calculated values

Fair value: 0.52
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.23
Parity: -0.44
Time value: 0.47
Break-even: 92.02
Moneyness: 0.95
Premium: 0.11
Premium p.a.: 0.16
Spread abs.: 0.01
Spread %: 2.17%
Delta: 0.47
Theta: -0.01
Omega: 8.33
Rho: 0.24
 

Quote data

Open: 0.520
High: 0.520
Low: 0.520
Previous Close: 0.470
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+18.18%
1 Month  
+13.04%
3 Months  
+67.74%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.520 0.440
1M High / 1M Low: 0.550 0.350
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.476
Avg. volume 1W:   0.000
Avg. price 1M:   0.443
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   173.19%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -