BNP Paribas Put 95 HEI 20.09.2024
/ DE000PC25GN6
BNP Paribas Put 95 HEI 20.09.2024/ DE000PC25GN6 /
9/11/2024 10:20:48 AM |
Chg.-0.060 |
Bid10:33:06 AM |
Ask10:33:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.360EUR |
-14.29% |
0.360 Bid Size: 27,000 |
0.400 Ask Size: 27,000 |
HEIDELBERG MATERIALS... |
95.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
Issue date: |
1/10/2024 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-19.29 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.44 |
Intrinsic value: |
0.43 |
Implied volatility: |
0.32 |
Historic volatility: |
0.23 |
Parity: |
0.43 |
Time value: |
0.04 |
Break-even: |
90.30 |
Moneyness: |
1.05 |
Premium: |
0.00 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.05 |
Spread %: |
11.90% |
Delta: |
-0.81 |
Theta: |
-0.06 |
Omega: |
-15.65 |
Rho: |
-0.02 |
Quote data
Open: |
0.420 |
High: |
0.420 |
Low: |
0.320 |
Previous Close: |
0.420 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+12.50% |
1 Month |
|
|
-49.30% |
3 Months |
|
|
-28.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.450 |
0.320 |
1M High / 1M Low: |
0.790 |
0.120 |
6M High / 6M Low: |
0.990 |
0.120 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.382 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.386 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.499 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
450.82% |
Volatility 6M: |
|
269.23% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |