BNP Paribas Call 90 HOLN 19.09.2025
/ DE000PG4ZSW9
BNP Paribas Call 90 HOLN 19.09.20.../ DE000PG4ZSW9 /
| 07/08/2024 16:21:16 |
Chg.+0.060 |
Bid07/08/2024 |
Ask07/08/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
+30.00% |
0.260
Bid Size: 18,000 |
0.270
Ask Size: 18,000 |
HOLCIM N |
90.00 CHF |
19/09/2025 |
Call |
Master data
| WKN: |
PG4ZSW |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 CHF |
| Maturity: |
19/09/2025 |
| Issue date: |
26/07/2024 |
| Last trading day: |
18/09/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
36.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.21 |
| Parity: |
-1.92 |
| Time value: |
0.21 |
| Break-even: |
98.80 |
| Moneyness: |
0.80 |
| Premium: |
0.27 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.01 |
| Spread %: |
5.00% |
| Delta: |
0.24 |
| Theta: |
-0.01 |
| Omega: |
8.68 |
| Rho: |
0.18 |
Quote data
| Open: |
0.210 |
| High: |
0.270 |
| Low: |
0.210 |
| Previous Close: |
0.200 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-42.22% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.200 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.292 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
