BNP Paribas Call 85 HOLN 21.03.20.../  DE000PL1B7P0  /

Frankfurt Zert./BNP
1/23/2025  4:47:05 PM Chg.+0.050 Bid5:11:27 PM Ask5:11:27 PM Underlying Strike price Expiration date Option type
0.650EUR +8.33% -
Bid Size: -
-
Ask Size: -
HOLCIM N 85.00 CHF 3/21/2025 Call
 

Master data

WKN: PL1B7P
Issuer: BNP PARIBAS
Currency: EUR
Underlying: HOLCIM N
Type: Warrant
Option type: Call
Strike price: 85.00 CHF
Maturity: 3/21/2025
Issue date: 11/14/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.12
Leverage: Yes

Calculated values

Fair value: 0.55
Intrinsic value: 0.37
Implied volatility: 0.27
Historic volatility: 0.21
Parity: 0.37
Time value: 0.25
Break-even: 96.26
Moneyness: 1.04
Premium: 0.03
Premium p.a.: 0.19
Spread abs.: 0.01
Spread %: 1.64%
Delta: 0.68
Theta: -0.04
Omega: 10.31
Rho: 0.09
 

Quote data

Open: 0.620
High: 0.650
Low: 0.620
Previous Close: 0.600
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+80.56%
1 Month  
+22.64%
3 Months     -
YTD  
+16.07%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.600 0.360
1M High / 1M Low: 0.670 0.350
6M High / 6M Low: - -
High (YTD): 1/9/2025 0.670
Low (YTD): 1/14/2025 0.350
52W High: - -
52W Low: - -
Avg. price 1W:   0.502
Avg. volume 1W:   0.000
Avg. price 1M:   0.518
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   210.15%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -