BNP Paribas Put 80 HEI 19.12.2025/  DE000PC38KJ9  /

EUWAX
30/07/2024  08:18:33 Chg.+0.080 Bid17:48:19 Ask17:48:19 Underlying Strike price Expiration date Option type
0.550EUR +17.02% 0.490
Bid Size: 15,000
0.510
Ask Size: 15,000
HEIDELBERG MATERIALS... 80.00 EUR 19/12/2025 Put
 

Master data

WKN: PC38KJ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Put
Strike price: 80.00 EUR
Maturity: 19/12/2025
Issue date: 31/01/2024
Last trading day: 18/12/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -18.97
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.22
Parity: -1.87
Time value: 0.52
Break-even: 74.80
Moneyness: 0.81
Premium: 0.24
Premium p.a.: 0.17
Spread abs.: 0.02
Spread %: 4.00%
Delta: -0.20
Theta: -0.01
Omega: -3.72
Rho: -0.34
 

Quote data

Open: 0.550
High: 0.550
Low: 0.550
Previous Close: 0.470
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+27.91%
1 Month
  -6.78%
3 Months
  -15.38%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.530 0.430
1M High / 1M Low: 0.610 0.430
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.474
Avg. volume 1W:   0.000
Avg. price 1M:   0.504
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   92.38%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -