BNP Paribas Put 98 HEI 19.07.2024
/ DE000PC9N6N4
BNP Paribas Put 98 HEI 19.07.2024/ DE000PC9N6N4 /
| 2024-06-27 9:39:06 AM |
Chg.-0.060 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
-14.29% |
-
Bid Size: - |
-
Ask Size: - |
HEIDELBERG MATERIALS... |
98.00 EUR |
2024-07-19 |
Put |
Master data
| WKN: |
PC9N6N |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HEIDELBERG MATERIALS O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
98.00 EUR |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-05-13 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-21.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.34 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.23 |
| Parity: |
0.34 |
| Time value: |
0.11 |
| Break-even: |
93.50 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.02 |
| Spread %: |
4.65% |
| Delta: |
-0.68 |
| Theta: |
-0.05 |
| Omega: |
-14.24 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.360 |
| High: |
0.360 |
| Low: |
0.360 |
| Previous Close: |
0.420 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.14% |
| 1 Month |
|
|
+50.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.500 |
0.290 |
| 1M High / 1M Low: |
0.510 |
0.240 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.418 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.384 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
386.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
