BNP Paribas Call 72 HEI 19.12.2025
/ DE000PC38JV6
BNP Paribas Call 72 HEI 19.12.202.../ DE000PC38JV6 /
2024-10-09 8:22:15 AM |
Chg.0.00 |
Bid10:19:34 AM |
Ask10:19:34 AM |
Underlying |
Strike price |
Expiration date |
Option type |
2.84EUR |
0.00% |
2.82 Bid Size: 23,000 |
2.84 Ask Size: 23,000 |
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: |
3.34 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.83 |
Intrinsic value: |
2.46 |
Implied volatility: |
0.27 |
Historic volatility: |
0.23 |
Parity: |
2.46 |
Time value: |
0.43 |
Break-even: |
100.90 |
Moneyness: |
1.34 |
Premium: |
0.04 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.03 |
Spread %: |
1.05% |
Delta: |
0.90 |
Theta: |
-0.01 |
Omega: |
3.01 |
Rho: |
0.70 |
Quote data
Open: |
2.84 |
High: |
2.84 |
Low: |
2.84 |
Previous Close: |
2.84 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-0.70% |
1 Month |
|
|
+18.83% |
3 Months |
|
|
-12.62% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.03 |
2.84 |
1M High / 1M Low: |
3.21 |
2.37 |
6M High / 6M Low: |
3.53 |
2.15 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.90 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.80 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.89 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
69.93% |
Volatility 6M: |
|
68.33% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |