BNP Paribas Call 90 HOLN 21.03.2025
/ DE000PC7ZT00
BNP Paribas Call 90 HOLN 21.03.20.../ DE000PC7ZT00 /
| 1/23/2025 1:47:04 PM |
Chg.+0.030 |
Bid2:19:56 PM |
Ask2:19:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
+10.34% |
0.310
Bid Size: 16,000 |
0.320
Ask Size: 16,000 |
HOLCIM N |
90.00 CHF |
3/21/2025 |
Call |
Master data
| WKN: |
PC7ZT0 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 CHF |
| Maturity: |
3/21/2025 |
| Issue date: |
4/9/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
30.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.21 |
| Parity: |
-0.16 |
| Time value: |
0.31 |
| Break-even: |
98.46 |
| Moneyness: |
0.98 |
| Premium: |
0.05 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.01 |
| Spread %: |
3.33% |
| Delta: |
0.47 |
| Theta: |
-0.04 |
| Omega: |
14.10 |
| Rho: |
0.06 |
Quote data
| Open: |
0.300 |
| High: |
0.320 |
| Low: |
0.300 |
| Previous Close: |
0.290 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+128.57% |
| 1 Month |
|
|
+28.00% |
| 3 Months |
|
|
+60.00% |
| YTD |
|
|
+18.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.140 |
| 1M High / 1M Low: |
0.340 |
0.130 |
| 6M High / 6M Low: |
0.650 |
0.100 |
| High (YTD): |
1/9/2025 |
0.340 |
| Low (YTD): |
1/14/2025 |
0.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.228 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.241 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.293 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
302.06% |
| Volatility 6M: |
|
239.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |