BNP Paribas Put 78 HEI 20.12.2024
/ DE000PC2YD04
BNP Paribas Put 78 HEI 20.12.2024/ DE000PC2YD04 /
| 2024-05-27 8:33:05 AM |
Chg.-0.010 |
Bid1:02:10 PM |
Ask1:02:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.160EUR |
-5.88% |
0.160
Bid Size: 75,000 |
0.170
Ask Size: 75,000 |
HEIDELBERG MATERIALS... |
78.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
PC2YD0 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HEIDELBERG MATERIALS O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
78.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-04 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-55.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.23 |
| Parity: |
-2.20 |
| Time value: |
0.18 |
| Break-even: |
76.20 |
| Moneyness: |
0.78 |
| Premium: |
0.24 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.02 |
| Spread %: |
12.50% |
| Delta: |
-0.12 |
| Theta: |
-0.01 |
| Omega: |
-6.84 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.160 |
| High: |
0.160 |
| Low: |
0.160 |
| Previous Close: |
0.170 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.81% |
| 1 Month |
|
|
-51.52% |
| 3 Months |
|
|
-62.79% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.220 |
0.170 |
| 1M High / 1M Low: |
0.290 |
0.170 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.202 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.229 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.18% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
