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: |
|
- |