BNP Paribas Put 95 HEI 20.09.2024
/ DE000PC25GN6
BNP Paribas Put 95 HEI 20.09.2024/ DE000PC25GN6 /
| 05/08/2024 20:20:36 |
Chg.+0.170 |
Bid20:24:29 |
Ask20:24:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
+26.56% |
0.810
Bid Size: 5,800 |
0.850
Ask Size: 5,800 |
HEIDELBERG MATERIALS... |
95.00 EUR |
20/09/2024 |
Put |
Master data
| WKN: |
PC25GN |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HEIDELBERG MATERIALS O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| 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: |
-13.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.53 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.23 |
| Parity: |
0.53 |
| Time value: |
0.14 |
| Break-even: |
88.30 |
| Moneyness: |
1.06 |
| Premium: |
0.02 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.05 |
| Spread %: |
8.06% |
| Delta: |
-0.68 |
| Theta: |
-0.03 |
| Omega: |
-9.10 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.790 |
| High: |
0.940 |
| Low: |
0.770 |
| Previous Close: |
0.640 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+224.00% |
| 1 Month |
|
|
+161.29% |
| 3 Months |
|
|
+24.62% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.640 |
0.220 |
| 1M High / 1M Low: |
0.640 |
0.160 |
| 6M High / 6M Low: |
1.510 |
0.160 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.354 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.266 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.645 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
396.57% |
| Volatility 6M: |
|
207.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
