BNP Paribas Call 95 HEI 20.09.2024
/ DE000PC25GH8
BNP Paribas Call 95 HEI 20.09.202.../ DE000PC25GH8 /
| 09/08/2024 21:50:15 |
Chg.-0.020 |
Bid21:52:06 |
Ask21:52:06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.090EUR |
-18.18% |
0.100
Bid Size: 13,000 |
0.120
Ask Size: 13,000 |
HEIDELBERG MATERIALS... |
95.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
PC25GH |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HEIDELBERG MATERIALS O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
10/01/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
67.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.23 |
| Parity: |
-0.68 |
| Time value: |
0.13 |
| Break-even: |
96.30 |
| Moneyness: |
0.93 |
| Premium: |
0.09 |
| Premium p.a.: |
1.15 |
| Spread abs.: |
0.02 |
| Spread %: |
18.18% |
| Delta: |
0.26 |
| Theta: |
-0.04 |
| Omega: |
17.41 |
| Rho: |
0.02 |
Quote data
| Open: |
0.100 |
| High: |
0.120 |
| Low: |
0.088 |
| Previous Close: |
0.110 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-55.00% |
| 1 Month |
|
|
-86.96% |
| 3 Months |
|
|
-89.41% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.200 |
0.100 |
| 1M High / 1M Low: |
1.010 |
0.100 |
| 6M High / 6M Low: |
1.140 |
0.100 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.130 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.633 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.644 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
275.59% |
| Volatility 6M: |
|
218.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
