BNP Paribas Put 112 HEI 20.09.2024
/ DE000PC7ZRU2
BNP Paribas Put 112 HEI 20.09.202.../ DE000PC7ZRU2 /
| 8/12/2024 8:41:46 AM |
Chg.- |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.34EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
HEIDELBERG MATERIALS... |
112.00 - |
9/20/2024 |
Put |
Master data
| WKN: |
PC7ZRU |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HEIDELBERG MATERIALS O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
112.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
4/9/2024 |
| Last trading day: |
8/13/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.63 |
| Intrinsic value: |
1.63 |
| Implied volatility: |
1.60 |
| Historic volatility: |
0.23 |
| Parity: |
1.63 |
| Time value: |
0.85 |
| Break-even: |
87.20 |
| Moneyness: |
1.17 |
| Premium: |
0.09 |
| Premium p.a.: |
3.70 |
| Spread abs.: |
0.03 |
| Spread %: |
1.22% |
| Delta: |
-0.59 |
| Theta: |
-0.34 |
| Omega: |
-2.27 |
| Rho: |
-0.04 |
Quote data
| Open: |
2.34 |
| High: |
2.34 |
| Low: |
2.34 |
| Previous Close: |
2.38 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+67.14% |
| 3 Months |
|
|
+53.95% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.47 |
1.40 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.13 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
178.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
