BNP Paribas Call 106 HEI 17.01.2025
/ DE000PG98ZX3
BNP Paribas Call 106 HEI 17.01.20.../ DE000PG98ZX3 /
| 2024-12-12 9:50:12 PM |
Chg.-0.160 |
Bid2024-12-12 |
Ask2024-12-12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.010EUR |
-7.37% |
-
Bid Size: - |
-
Ask Size: - |
HEIDELBERG MATERIALS... |
106.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
PG98ZX |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HEIDELBERG MATERIALS O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
106.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-10-28 |
| Last trading day: |
2024-12-13 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.42 |
| Intrinsic value: |
1.41 |
| Implied volatility: |
1.41 |
| Historic volatility: |
0.23 |
| Parity: |
1.41 |
| Time value: |
0.63 |
| Break-even: |
126.40 |
| Moneyness: |
1.13 |
| Premium: |
0.05 |
| Premium p.a.: |
3.20 |
| Spread abs.: |
0.03 |
| Spread %: |
1.49% |
| Delta: |
0.73 |
| Theta: |
-0.41 |
| Omega: |
4.28 |
| Rho: |
0.02 |
Quote data
| Open: |
2.170 |
| High: |
2.170 |
| Low: |
2.000 |
| Previous Close: |
2.170 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+26.42% |
| 3 Months |
|
|
- |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.170 |
1.590 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.827 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
171.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
