BNP Paribas Call 105 HEI 16.08.2024
/ DE000PC9N590
BNP Paribas Call 105 HEI 16.08.20.../ DE000PC9N590 /
| 2024-07-26 11:50:11 AM |
Chg.+0.005 |
Bid11:56:11 AM |
Ask11:56:11 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.090EUR |
+5.88% |
0.100
Bid Size: 61,000 |
0.120
Ask Size: 61,000 |
HEIDELBERG MATERIALS... |
105.00 EUR |
2024-08-16 |
Call |
Master data
| WKN: |
PC9N59 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HEIDELBERG MATERIALS O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 EUR |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-05-13 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
97.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.23 |
| Parity: |
-0.71 |
| Time value: |
0.10 |
| Break-even: |
106.00 |
| Moneyness: |
0.93 |
| Premium: |
0.08 |
| Premium p.a.: |
3.01 |
| Spread abs.: |
0.02 |
| Spread %: |
20.48% |
| Delta: |
0.22 |
| Theta: |
-0.06 |
| Omega: |
21.57 |
| Rho: |
0.01 |
Quote data
| Open: |
0.072 |
| High: |
0.090 |
| Low: |
0.070 |
| Previous Close: |
0.085 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-52.63% |
| 1 Month |
|
|
+7.14% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
0.085 |
| 1M High / 1M Low: |
0.270 |
0.084 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.169 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.173 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
468.48% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
