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BNP Paribas Put 80 HEI 20.12.2024/  DE000PC05RL9  /

EUWAX
2024-05-17  10:24:29 AM Chg.+0.020 Bid10:00:01 PM Ask10:00:01 PM Underlying Strike price Expiration date Option type
0.260EUR +8.33% -
Bid Size: -		 -
Ask Size: -		 HEIDELBERG MATERIALS... 80.00 - 2024-12-20 Put
 

Master data

WKN: PC05RL
Issuer: BNP PARIBAS
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Put
Strike price: 80.00 -
Maturity: 2024-12-20
Issue date: 2023-04-14
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -35.71
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.23
Parity: -2.00
Time value: 0.28
Break-even: 77.20
Moneyness: 0.80
Premium: 0.23
Premium p.a.: 0.41
Spread abs.: 0.02
Spread %: 7.69%
Delta: -0.16
Theta: -0.01
Omega: -5.72
Rho: -0.11
 

Quote data

Open: 0.260
High: 0.260
Low: 0.260
Previous Close: 0.240
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+23.81%
1 Month
  -21.21%
3 Months
  -58.06%
YTD
  -65.79%
1 Year
  -82.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.210
1M High / 1M Low: 0.420 0.210
6M High / 6M Low: 1.290 0.210
High (YTD): 2024-01-03 0.850
Low (YTD): 2024-05-10 0.210
52W High: 2023-10-20 1.670
52W Low: 2024-05-10 0.210
Avg. price 1W:   0.242
Avg. volume 1W:   0.000
Avg. price 1M:   0.318
Avg. volume 1M:   0.000
Avg. price 6M:   0.581
Avg. volume 6M:   0.000
Avg. price 1Y:   0.937
Avg. volume 1Y:   0.000
Volatility 1M:   138.43%
Volatility 6M:   120.75%
Volatility 1Y:   101.39%
Volatility 3Y:   -