BNP Paribas Call 70 HEI 19.12.2025
/ DE000PC38JU8
BNP Paribas Call 70 HEI 19.12.202.../ DE000PC38JU8 /
2024-07-30 5:50:15 PM |
Chg.-0.140 |
Bid2024-07-30 |
Ask2024-07-30 |
Underlying |
Strike price |
Expiration date |
Option type |
3.190EUR |
-4.20% |
3.190 Bid Size: 4,400 |
3.220 Ask Size: 4,400 |
HEIDELBERG MATERIALS... |
70.00 EUR |
2025-12-19 |
Call |
Master data
WKN: |
PC38JU |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
HEIDELBERG MATERIALS O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
70.00 EUR |
Maturity: |
2025-12-19 |
Issue date: |
2024-01-31 |
Last trading day: |
2025-12-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.95 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.27 |
Intrinsic value: |
2.87 |
Implied volatility: |
0.27 |
Historic volatility: |
0.22 |
Parity: |
2.87 |
Time value: |
0.48 |
Break-even: |
103.50 |
Moneyness: |
1.41 |
Premium: |
0.05 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.03 |
Spread %: |
0.90% |
Delta: |
0.92 |
Theta: |
-0.01 |
Omega: |
2.70 |
Rho: |
0.79 |
Quote data
Open: |
3.060 |
High: |
3.280 |
Low: |
2.990 |
Previous Close: |
3.330 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-11.39% |
1 Month |
|
|
+0.31% |
3 Months |
|
|
+12.32% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.600 |
3.230 |
1M High / 1M Low: |
3.690 |
3.050 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.400 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.416 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
64.88% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |