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: |
|
- |