BNP Paribas Call 120 HEI 20.09.2024
/ DE000PC7ADF6
BNP Paribas Call 120 HEI 20.09.20.../ DE000PC7ADF6 /
2024-07-26 9:50:16 PM |
Chg.+0.060 |
Bid2024-07-26 |
Ask2024-07-26 |
Underlying |
Strike price |
Expiration date |
Option type |
0.220EUR |
+37.50% |
0.220 Bid Size: 10,000 |
0.370 Ask Size: 8,109 |
HEIDELBERG MATERIALS... |
120.00 - |
2024-09-20 |
Call |
Master data
WKN: |
PC7ADF |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
HEIDELBERG MATERIALS O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
120.00 - |
Maturity: |
2024-09-20 |
Issue date: |
2024-03-26 |
Last trading day: |
2024-09-19 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
269.78 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.07 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.22 |
Parity: |
-20.18 |
Time value: |
0.37 |
Break-even: |
120.37 |
Moneyness: |
0.83 |
Premium: |
0.21 |
Premium p.a.: |
2.46 |
Spread abs.: |
0.15 |
Spread %: |
68.18% |
Delta: |
0.07 |
Theta: |
-0.02 |
Omega: |
19.82 |
Rho: |
0.01 |
Quote data
Open: |
0.150 |
High: |
0.220 |
Low: |
0.150 |
Previous Close: |
0.160 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-33.33% |
1 Month |
|
|
-24.14% |
3 Months |
|
|
-40.54% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.380 |
0.160 |
1M High / 1M Low: |
0.470 |
0.160 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.262 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.316 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
360.30% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |