BNP Paribas Call 72 HEI 19.12.202.../  DE000PC38JV6  /

EUWAX
2024-07-30  8:18:31 AM Chg.-0.37 Bid5:30:04 PM Ask5:30:04 PM Underlying Strike price Expiration date Option type
2.90EUR -11.31% -
Bid Size: -
-
Ask Size: -
HEIDELBERG MATERIALS... 72.00 EUR 2025-12-19 Call
 

Master data

WKN: PC38JV
Issuer: BNP PARIBAS
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Call
Strike price: 72.00 EUR
Maturity: 2025-12-19
Issue date: 2024-01-31
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.10
Leverage: Yes

Calculated values

Fair value: 3.10
Intrinsic value: 2.67
Implied volatility: 0.27
Historic volatility: 0.22
Parity: 2.67
Time value: 0.51
Break-even: 103.80
Moneyness: 1.37
Premium: 0.05
Premium p.a.: 0.04
Spread abs.: 0.03
Spread %: 0.95%
Delta: 0.90
Theta: -0.01
Omega: 2.81
Rho: 0.80
 

Quote data

Open: 2.90
High: 2.90
Low: 2.90
Previous Close: 3.27
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.85%
1 Month
  -4.61%
3 Months  
+1.75%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.53 3.05
1M High / 1M Low: 3.53 2.91
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.29
Avg. volume 1W:   0.00
Avg. price 1M:   3.24
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   64.86%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -