BNP Paribas Call 110 HEI 20.09.2024
/ DE000PC7AC99
BNP Paribas Call 110 HEI 20.09.20.../ DE000PC7AC99 /
2024-07-26 8:15:22 AM |
Chg.-0.150 |
Bid1:21:15 PM |
Ask1:21:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.730EUR |
-17.05% |
0.840 Bid Size: 11,000 |
0.890 Ask Size: 11,000 |
HEIDELBERG MATERIALS... |
110.00 - |
2024-09-20 |
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: |
2024-09-20 |
Issue date: |
2024-03-26 |
Last trading day: |
2024-09-19 |
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: |
0.730 |
High: |
0.730 |
Low: |
0.730 |
Previous Close: |
0.880 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-47.10% |
1 Month |
|
|
+12.31% |
3 Months |
|
|
-20.65% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.550 |
0.880 |
1M High / 1M Low: |
1.590 |
0.640 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.270 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.111 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
332.75% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |