BNP Paribas Call 90 HEI 20.09.2024
/ DE000PC1YPS6
BNP Paribas Call 90 HEI 20.09.202.../ DE000PC1YPS6 /
| 9/13/2024 9:50:24 PM |
Chg.+0.220 |
Bid9:59:56 PM |
Ask9:59:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.270EUR |
+7.21% |
3.270
Bid Size: 918 |
3.410
Ask Size: 880 |
HEIDELBERG MATERIALS... |
90.00 - |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
12/14/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
28.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.70 |
| Intrinsic value: |
2.30 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.23 |
| Parity: |
2.30 |
| Time value: |
0.92 |
| Break-even: |
93.22 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.68 |
| Spread abs.: |
0.14 |
| Spread %: |
4.55% |
| Delta: |
0.71 |
| Theta: |
-0.12 |
| Omega: |
20.30 |
| Rho: |
0.01 |
Quote data
| Open: |
2.890 |
| High: |
3.950 |
| Low: |
2.890 |
| Previous Close: |
3.050 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+36.25% |
| 1 Month |
|
|
+55.71% |
| 3 Months |
|
|
-48.34% |
| YTD |
|
|
+58.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.070 |
2.290 |
| 1M High / 1M Low: |
6.330 |
2.100 |
| 6M High / 6M Low: |
8.080 |
1.840 |
| High (YTD): |
7/22/2024 |
8.080 |
| Low (YTD): |
1/3/2024 |
1.750 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.666 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.662 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.432 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
275.58% |
| Volatility 6M: |
|
160.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
