BNP Paribas Call 70 HOLN 19.12.2025
/ DE000PC39Z96
BNP Paribas Call 70 HOLN 19.12.20.../ DE000PC39Z96 /
| 2024-06-18 9:21:00 AM |
Chg.+0.050 |
Bid2024-06-18 |
Ask2024-06-18 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.630EUR |
+3.16% |
1.630
Bid Size: 15,500 |
1.640
Ask Size: 15,500 |
HOLCIM N |
70.00 CHF |
2025-12-19 |
Call |
Master data
| WKN: |
PC39Z9 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 CHF |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.72 |
| Intrinsic value: |
1.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.23 |
| Parity: |
1.00 |
| Time value: |
0.57 |
| Break-even: |
89.16 |
| Moneyness: |
1.14 |
| Premium: |
0.07 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.64% |
| Delta: |
0.83 |
| Theta: |
-0.01 |
| Omega: |
4.42 |
| Rho: |
0.81 |
Quote data
| Open: |
1.630 |
| High: |
1.630 |
| Low: |
1.630 |
| Previous Close: |
1.580 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.16% |
| 1 Month |
|
|
+16.43% |
| 3 Months |
|
|
+40.52% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.680 |
1.550 |
| 1M High / 1M Low: |
1.680 |
1.370 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.606 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.498 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
55.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
