BNP Paribas Call 90 HOLN 19.12.2025
/ DE000PC61M92
BNP Paribas Call 90 HOLN 19.12.20.../ DE000PC61M92 /
| 12/09/2024 10:01:01 |
Chg.+0.010 |
Bid10:08:13 |
Ask10:08:13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
+2.44% |
0.430
Bid Size: 15,000 |
0.440
Ask Size: 15,000 |
HOLCIM N |
90.00 CHF |
19/12/2025 |
Call |
Master data
| WKN: |
PC61M9 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 CHF |
| Maturity: |
19/12/2025 |
| Issue date: |
21/03/2024 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
21.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.21 |
| Parity: |
-1.19 |
| Time value: |
0.39 |
| Break-even: |
99.80 |
| Moneyness: |
0.88 |
| Premium: |
0.19 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
2.63% |
| Delta: |
0.37 |
| Theta: |
-0.01 |
| Omega: |
7.97 |
| Rho: |
0.34 |
Quote data
| Open: |
0.430 |
| High: |
0.430 |
| Low: |
0.420 |
| Previous Close: |
0.410 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+20.00% |
| 3 Months |
|
|
-16.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.350 |
| 1M High / 1M Low: |
0.510 |
0.310 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.392 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.399 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
129.78% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
