BNP Paribas Call 94 HEI 19.07.2024
/ DE000PC9N558
BNP Paribas Call 94 HEI 19.07.202.../ DE000PC9N558 /
| 05/07/2024 21:50:21 |
Chg.-0.030 |
Bid21:51:20 |
Ask21:51:20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
-5.45% |
0.520
Bid Size: 5,770 |
0.570
Ask Size: 5,264 |
HEIDELBERG MATERIALS... |
94.00 EUR |
19/07/2024 |
Call |
Master data
| WKN: |
PC9N55 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HEIDELBERG MATERIALS O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
94.00 EUR |
| Maturity: |
19/07/2024 |
| Issue date: |
13/05/2024 |
| Last trading day: |
18/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
17.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.44 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.23 |
| Parity: |
0.44 |
| Time value: |
0.13 |
| Break-even: |
99.70 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.05 |
| Spread %: |
9.62% |
| Delta: |
0.75 |
| Theta: |
-0.10 |
| Omega: |
12.91 |
| Rho: |
0.02 |
Quote data
| Open: |
0.540 |
| High: |
0.640 |
| Low: |
0.490 |
| Previous Close: |
0.550 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.81% |
| 1 Month |
|
|
+23.81% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.300 |
| 1M High / 1M Low: |
0.660 |
0.290 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.444 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.428 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
418.81% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
