BNP Paribas Call 90 HOLN 21.03.2025
/ DE000PC7ZT00
BNP Paribas Call 90 HOLN 21.03.20.../ DE000PC7ZT00 /
2024-09-12 4:21:00 PM |
Chg.+0.030 |
Bid5:17:50 PM |
Ask5:17:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.190EUR |
+18.75% |
- 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: |
46.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.17 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.21 |
Parity: |
-1.19 |
Time value: |
0.18 |
Break-even: |
97.70 |
Moneyness: |
0.88 |
Premium: |
0.16 |
Premium p.a.: |
0.34 |
Spread abs.: |
0.01 |
Spread %: |
5.88% |
Delta: |
0.25 |
Theta: |
-0.01 |
Omega: |
11.75 |
Rho: |
0.10 |
Quote data
Open: |
0.200 |
High: |
0.210 |
Low: |
0.190 |
Previous Close: |
0.160 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-5.00% |
1 Month |
|
|
+35.71% |
3 Months |
|
|
-40.63% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.200 |
0.160 |
1M High / 1M Low: |
0.250 |
0.130 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.178 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.189 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
122.57% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |