BNP Paribas Call 95 HEI 19.12.2025
/ DE000PC38J48
BNP Paribas Call 95 HEI 19.12.202.../ DE000PC38J48 /
| 7/30/2024 6:20:38 PM |
Chg.-0.120 |
Bid7/30/2024 |
Ask7/30/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.450EUR |
-7.64% |
1.450
Bid Size: 6,400 |
1.470
Ask Size: 6,400 |
HEIDELBERG MATERIALS... |
95.00 EUR |
12/19/2025 |
Call |
Master data
| WKN: |
PC38J4 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HEIDELBERG MATERIALS O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 EUR |
| Maturity: |
12/19/2025 |
| Issue date: |
1/31/2024 |
| Last trading day: |
12/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.46 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.22 |
| Parity: |
0.37 |
| Time value: |
1.21 |
| Break-even: |
110.80 |
| Moneyness: |
1.04 |
| Premium: |
0.12 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
1.28% |
| Delta: |
0.67 |
| Theta: |
-0.02 |
| Omega: |
4.20 |
| Rho: |
0.70 |
Quote data
| Open: |
1.370 |
| High: |
1.510 |
| Low: |
1.310 |
| Previous Close: |
1.570 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.54% |
| 1 Month |
|
|
-3.33% |
| 3 Months |
|
|
+11.54% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.780 |
1.510 |
| 1M High / 1M Low: |
1.850 |
1.410 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.628 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.655 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.45% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
