BNP Paribas Call 110 HEI 20.09.2024
/ DE000PC7AC99
BNP Paribas Call 110 HEI 20.09.20.../ DE000PC7AC99 /
| 26/07/2024 12:50:14 |
Chg.+0.070 |
Bid13:03:48 |
Ask13:03:48 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
+9.33% |
0.830
Bid Size: 11,000 |
0.880
Ask Size: 11,000 |
HEIDELBERG MATERIALS... |
110.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
PC7AC9 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HEIDELBERG MATERIALS O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
26/03/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
109.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.23 |
| Parity: |
-12.14 |
| Time value: |
0.89 |
| Break-even: |
110.89 |
| Moneyness: |
0.89 |
| Premium: |
0.13 |
| Premium p.a.: |
1.26 |
| Spread abs.: |
0.15 |
| Spread %: |
20.27% |
| Delta: |
0.17 |
| Theta: |
-0.03 |
| Omega: |
18.21 |
| Rho: |
0.02 |
Quote data
| Open: |
0.710 |
| High: |
0.830 |
| Low: |
0.710 |
| Previous Close: |
0.750 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-34.92% |
| 1 Month |
|
|
+26.15% |
| 3 Months |
|
|
-19.61% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.520 |
0.750 |
| 1M High / 1M Low: |
1.670 |
0.650 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.172 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.138 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
347.11% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
