BNP Paribas Call 80 HOLN 21.03.2025
/ DE000PC7ZT26
BNP Paribas Call 80 HOLN 21.03.20.../ DE000PC7ZT26 /
| 23/01/2025 16:47:06 |
Chg.+0.060 |
Bid17:19:30 |
Ask17:19:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.080EUR |
+5.88% |
-
Bid Size: - |
-
Ask Size: - |
HOLCIM N |
80.00 CHF |
21/03/2025 |
Call |
Master data
| WKN: |
PC7ZT2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 CHF |
| Maturity: |
21/03/2025 |
| Issue date: |
09/04/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.97 |
| Intrinsic value: |
0.90 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.21 |
| Parity: |
0.90 |
| Time value: |
0.15 |
| Break-even: |
95.26 |
| Moneyness: |
1.11 |
| Premium: |
0.02 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
1.94% |
| Delta: |
0.82 |
| Theta: |
-0.03 |
| Omega: |
7.33 |
| Rho: |
0.10 |
Quote data
| Open: |
1.040 |
| High: |
1.080 |
| Low: |
1.040 |
| Previous Close: |
1.020 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+52.11% |
| 1 Month |
|
|
+17.39% |
| 3 Months |
|
|
+61.19% |
| YTD |
|
|
+13.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.020 |
0.710 |
| 1M High / 1M Low: |
1.090 |
0.700 |
| 6M High / 6M Low: |
1.460 |
0.330 |
| High (YTD): |
09/01/2025 |
1.090 |
| Low (YTD): |
14/01/2025 |
0.700 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.894 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.909 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.852 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
146.58% |
| Volatility 6M: |
|
154.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |