BNP Paribas Call 75 HOLN 21.06.2024
/ DE000PC6NTK7
BNP Paribas Call 75 HOLN 21.06.20.../ DE000PC6NTK7 /
| 2024-05-03 4:21:18 PM |
Chg.+0.060 |
Bid5:19:20 PM |
Ask5:19:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
+20.00% |
-
Bid Size: - |
-
Ask Size: - |
HOLCIM N |
75.00 CHF |
2024-06-21 |
Call |
Master data
| WKN: |
PC6NTK |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 CHF |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-03-14 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
25.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.22 |
| Implied volatility: |
0.13 |
| Historic volatility: |
0.23 |
| Parity: |
0.22 |
| Time value: |
0.09 |
| Break-even: |
79.89 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
3.33% |
| Delta: |
0.77 |
| Theta: |
-0.02 |
| Omega: |
19.72 |
| Rho: |
0.08 |
Quote data
| Open: |
0.290 |
| High: |
0.360 |
| Low: |
0.290 |
| Previous Close: |
0.300 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.74% |
| 1 Month |
|
|
-50.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.300 |
| 1M High / 1M Low: |
0.720 |
0.300 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.388 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.478 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
241.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
