BNP Paribas Call 90 HEI 20.09.2024
/ DE000PC1YPS6
BNP Paribas Call 90 HEI 20.09.202.../ DE000PC1YPS6 /
09/08/2024 15:21:05 |
Chg.-0.140 |
Bid15:30:03 |
Ask15:30:03 |
Underlying |
Strike price |
Expiration date |
Option type |
2.290EUR |
-5.76% |
2.270 Bid Size: 5,000 |
2.320 Ask Size: 5,000 |
HEIDELBERG MATERIALS... |
90.00 - |
20/09/2024 |
Call |
Master data
WKN: |
PC1YPS |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
HEIDELBERG MATERIALS O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
90.00 - |
Maturity: |
20/09/2024 |
Issue date: |
14/12/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
34.04 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.09 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.23 |
Parity: |
-1.84 |
Time value: |
2.59 |
Break-even: |
92.59 |
Moneyness: |
0.98 |
Premium: |
0.05 |
Premium p.a.: |
0.53 |
Spread abs.: |
0.14 |
Spread %: |
5.71% |
Delta: |
0.45 |
Theta: |
-0.04 |
Omega: |
15.22 |
Rho: |
0.04 |
Quote data
Open: |
2.310 |
High: |
2.620 |
Low: |
2.240 |
Previous Close: |
2.430 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-32.45% |
1 Month |
|
|
-64.77% |
3 Months |
|
|
-64.27% |
YTD |
|
|
+11.17% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.390 |
2.200 |
1M High / 1M Low: |
8.080 |
2.200 |
6M High / 6M Low: |
8.080 |
2.110 |
High (YTD): |
22/07/2024 |
8.080 |
Low (YTD): |
03/01/2024 |
1.750 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.564 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
6.139 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
5.389 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
178.18% |
Volatility 6M: |
|
136.07% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |