BNP Paribas Put 68 HEI 20.12.2024/  DE000PC2YDY8  /

EUWAX
05/08/2024  08:22:41 Chg.+0.039 Bid22:00:42 Ask22:00:42 Underlying Strike price Expiration date Option type
0.090EUR +76.47% -
Bid Size: -
-
Ask Size: -
HEIDELBERG MATERIALS... 68.00 EUR 20/12/2024 Put
 

Master data

WKN: PC2YDY
Issuer: BNP PARIBAS
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Put
Strike price: 68.00 EUR
Maturity: 20/12/2024
Issue date: 04/01/2024
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -81.53
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.23
Parity: -2.17
Time value: 0.11
Break-even: 66.90
Moneyness: 0.76
Premium: 0.25
Premium p.a.: 0.83
Spread abs.: 0.05
Spread %: 77.42%
Delta: -0.10
Theta: -0.01
Omega: -7.81
Rho: -0.04
 

Quote data

Open: 0.090
High: 0.090
Low: 0.090
Previous Close: 0.051
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+150.00%
1 Month  
+57.89%
3 Months
  -35.71%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.051 0.031
1M High / 1M Low: 0.058 0.031
6M High / 6M Low: 0.290 0.031
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.040
Avg. volume 1W:   0.000
Avg. price 1M:   0.043
Avg. volume 1M:   0.000
Avg. price 6M:   0.126
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   268.32%
Volatility 6M:   156.34%
Volatility 1Y:   -
Volatility 3Y:   -