BNP Paribas Call 90 HOLN 21.03.2025
/ DE000PC7ZT00
BNP Paribas Call 90 HOLN 21.03.20.../ DE000PC7ZT00 /
| 2024-10-14 4:20:56 PM |
Chg.+0.020 |
Bid5:02:10 PM |
Ask5:02:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
+8.00% |
-
Bid Size: - |
-
Ask Size: - |
HOLCIM N |
90.00 CHF |
2025-03-21 |
Call |
Master data
| WKN: |
PC7ZT0 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 CHF |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-09 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
34.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.21 |
| Parity: |
-0.76 |
| Time value: |
0.26 |
| Break-even: |
98.61 |
| Moneyness: |
0.92 |
| Premium: |
0.11 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.01 |
| Spread %: |
4.00% |
| Delta: |
0.34 |
| Theta: |
-0.02 |
| Omega: |
11.54 |
| Rho: |
0.12 |
Quote data
| Open: |
0.260 |
| High: |
0.270 |
| Low: |
0.260 |
| Previous Close: |
0.250 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.73% |
| 1 Month |
|
|
+17.39% |
| 3 Months |
|
|
-25.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.220 |
| 1M High / 1M Low: |
0.330 |
0.200 |
| 6M High / 6M Low: |
0.470 |
0.100 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.240 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.251 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.238 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
199.70% |
| Volatility 6M: |
|
191.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
