BNP Paribas Call 95 HOLN 21.03.2025
/ DE000PG396Z5
BNP Paribas Call 95 HOLN 21.03.20.../ DE000PG396Z5 /
| 07/08/2024 14:20:54 |
Chg.+0.021 |
Bid15:19:28 |
Ask15:19:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.077EUR |
+37.50% |
0.085
Bid Size: 37,000 |
0.095
Ask Size: 37,000 |
HOLCIM N |
95.00 CHF |
21/03/2025 |
Call |
Master data
| WKN: |
PG396Z |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 CHF |
| Maturity: |
21/03/2025 |
| Issue date: |
16/07/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
95.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.21 |
| Parity: |
-2.46 |
| Time value: |
0.08 |
| Break-even: |
102.88 |
| Moneyness: |
0.76 |
| Premium: |
0.33 |
| Premium p.a.: |
0.58 |
| Spread abs.: |
0.03 |
| Spread %: |
47.27% |
| Delta: |
0.12 |
| Theta: |
-0.01 |
| Omega: |
11.25 |
| Rho: |
0.05 |
Quote data
| Open: |
0.060 |
| High: |
0.078 |
| Low: |
0.060 |
| Previous Close: |
0.056 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-57.22% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.180 |
0.056 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.102 |
| 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: |
|
- |
