BNP Paribas Put 98 HEI 20.12.2024
/ DE000PC25GP1
BNP Paribas Put 98 HEI 20.12.2024/ DE000PC25GP1 /
| 9/10/2024 12:20:30 PM |
Chg.+0.090 |
Bid12:42:08 PM |
Ask12:42:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.900EUR |
+11.11% |
0.890
Bid Size: 31,000 |
0.900
Ask Size: 31,000 |
HEIDELBERG MATERIALS... |
98.00 EUR |
12/20/2024 |
Put |
Master data
| WKN: |
PC25GP |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HEIDELBERG MATERIALS O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
98.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
1/10/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-11.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.75 |
| Intrinsic value: |
0.60 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.23 |
| Parity: |
0.60 |
| Time value: |
0.23 |
| Break-even: |
89.70 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
2.47% |
| Delta: |
-0.62 |
| Theta: |
-0.02 |
| Omega: |
-6.87 |
| Rho: |
-0.18 |
Quote data
| Open: |
0.890 |
| High: |
0.920 |
| Low: |
0.860 |
| Previous Close: |
0.810 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.57% |
| 1 Month |
|
|
-18.92% |
| 3 Months |
|
|
+12.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.910 |
0.700 |
| 1M High / 1M Low: |
1.180 |
0.560 |
| 6M High / 6M Low: |
1.290 |
0.450 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.806 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.818 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.842 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
143.39% |
| Volatility 6M: |
|
133.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
