BNP Paribas Call 90 HOLN 19.06.2026
/ DE000PG440E6
BNP Paribas Call 90 HOLN 19.06.20.../ DE000PG440E6 /
| 11/18/2024 4:21:19 PM |
Chg.-0.030 |
Bid4:57:31 PM |
Ask4:57:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.880EUR |
-3.30% |
-
Bid Size: - |
-
Ask Size: - |
HOLCIM N |
90.00 CHF |
6/19/2026 |
Call |
Master data
| WKN: |
PG440E |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 CHF |
| Maturity: |
6/19/2026 |
| Issue date: |
7/30/2024 |
| Last trading day: |
6/18/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.21 |
| Parity: |
-0.19 |
| Time value: |
0.92 |
| Break-even: |
105.38 |
| Moneyness: |
0.98 |
| Premium: |
0.12 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
2.22% |
| Delta: |
0.60 |
| Theta: |
-0.01 |
| Omega: |
6.11 |
| Rho: |
0.74 |
Quote data
| Open: |
0.910 |
| High: |
0.910 |
| Low: |
0.860 |
| Previous Close: |
0.910 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.72% |
| 1 Month |
|
|
+25.71% |
| 3 Months |
|
|
+91.30% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.110 |
0.910 |
| 1M High / 1M Low: |
1.110 |
0.590 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.976 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.800 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
129.54% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
