BNP Paribas Put 68 HEI 20.12.2024/  DE000PC2YDY8  /

Frankfurt Zert./BNP
2024-04-26  9:50:18 PM Chg.-0.030 Bid2024-04-26 Ask2024-04-26 Underlying Strike price Expiration date Option type
0.140EUR -17.65% -
Bid Size: -
-
Ask Size: -
HEIDELBERG MATERIALS... 68.00 EUR 2024-12-20 Put
 

Master data

WKN: PC2YDY
Issuer: BNP PARIBAS
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Put
Strike price: 68.00 EUR
Maturity: 2024-12-20
Issue date: 2024-01-04
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -59.51
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.22
Parity: -2.72
Time value: 0.16
Break-even: 66.40
Moneyness: 0.71
Premium: 0.30
Premium p.a.: 0.50
Spread abs.: 0.02
Spread %: 14.29%
Delta: -0.10
Theta: -0.01
Omega: -5.80
Rho: -0.07
 

Quote data

Open: 0.160
High: 0.160
Low: 0.140
Previous Close: 0.170
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week
  -22.22%
1 Month  
+7.69%
3 Months
  -46.15%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.180 0.140
1M High / 1M Low: 0.180 0.140
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.164
Avg. volume 1W:   0.000
Avg. price 1M:   0.155
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   136.89%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -