BNP Paribas Call 82 HEI 19.12.2025
/ DE000PC38JZ7
BNP Paribas Call 82 HEI 19.12.202.../ DE000PC38JZ7 /
05/09/2024 08:22:37 |
Chg.-0.06 |
Bid22:00:02 |
Ask22:00:02 |
Underlying |
Strike price |
Expiration date |
Option type |
1.78EUR |
-3.26% |
- Bid Size: - |
- Ask Size: - |
HEIDELBERG MATERIALS... |
82.00 EUR |
19/12/2025 |
Call |
Master data
WKN: |
PC38JZ |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
HEIDELBERG MATERIALS O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
82.00 EUR |
Maturity: |
19/12/2025 |
Issue date: |
31/01/2024 |
Last trading day: |
18/12/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.09 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.78 |
Intrinsic value: |
1.07 |
Implied volatility: |
0.24 |
Historic volatility: |
0.23 |
Parity: |
1.07 |
Time value: |
0.75 |
Break-even: |
100.20 |
Moneyness: |
1.13 |
Premium: |
0.08 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.02 |
Spread %: |
1.11% |
Delta: |
0.77 |
Theta: |
-0.01 |
Omega: |
3.94 |
Rho: |
0.69 |
Quote data
Open: |
1.78 |
High: |
1.78 |
Low: |
1.78 |
Previous Close: |
1.84 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-6.32% |
1 Month |
|
|
+13.38% |
3 Months |
|
|
-17.97% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.08 |
1.84 |
1M High / 1M Low: |
2.08 |
1.50 |
6M High / 6M Low: |
2.73 |
1.48 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.97 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.74 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.18 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
71.00% |
Volatility 6M: |
|
83.26% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |