BNP Paribas Call 80 HOLN 21.06.2024
/ DE000PC61M76
BNP Paribas Call 80 HOLN 21.06.20.../ DE000PC61M76 /
| 6/10/2024 10:18:01 AM |
Chg.+0.010 |
Bid10:27:02 AM |
Ask10:27:02 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.120EUR |
+9.09% |
0.110
Bid Size: 10,000 |
0.130
Ask Size: 10,000 |
HOLCIM N |
80.00 CHF |
6/21/2024 |
Call |
Master data
| WKN: |
PC61M7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 CHF |
| Maturity: |
6/21/2024 |
| Issue date: |
3/21/2024 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
62.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.23 |
| Parity: |
-0.07 |
| Time value: |
0.13 |
| Break-even: |
83.91 |
| Moneyness: |
0.99 |
| Premium: |
0.02 |
| Premium p.a.: |
1.27 |
| Spread abs.: |
0.02 |
| Spread %: |
18.18% |
| Delta: |
0.45 |
| Theta: |
-0.08 |
| Omega: |
28.03 |
| Rho: |
0.01 |
Quote data
| Open: |
0.120 |
| High: |
0.120 |
| Low: |
0.120 |
| Previous Close: |
0.110 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.09% |
| 1 Month |
|
|
-29.41% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.044 |
| 1M High / 1M Low: |
0.170 |
0.044 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.082 |
| Avg. volume 1W: |
|
1,000 |
| Avg. price 1M: |
|
0.114 |
| Avg. volume 1M: |
|
500 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
625.49% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
