BNP Paribas Call 105 HEI 16.08.2024
/ DE000PC9N590
BNP Paribas Call 105 HEI 16.08.20.../ DE000PC9N590 /
| 7/17/2024 5:20:45 PM |
Chg.-0.030 |
Bid5:37:27 PM |
Ask5:37:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
-11.11% |
0.240
Bid Size: 10,000 |
0.260
Ask Size: 10,000 |
HEIDELBERG MATERIALS... |
105.00 EUR |
8/16/2024 |
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: |
8/16/2024 |
| Issue date: |
5/13/2024 |
| Last trading day: |
8/15/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
35.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.23 |
| Parity: |
-0.22 |
| Time value: |
0.29 |
| Break-even: |
107.90 |
| Moneyness: |
0.98 |
| Premium: |
0.05 |
| Premium p.a.: |
0.80 |
| Spread abs.: |
0.02 |
| Spread %: |
7.41% |
| Delta: |
0.44 |
| Theta: |
-0.07 |
| Omega: |
15.55 |
| Rho: |
0.03 |
Quote data
| Open: |
0.250 |
| High: |
0.250 |
| Low: |
0.210 |
| Previous Close: |
0.270 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+60.00% |
| 1 Month |
|
|
+26.32% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.150 |
| 1M High / 1M Low: |
0.270 |
0.084 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.210 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.155 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
434.06% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
