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BNP Paribas Put 80 HEI 20.12.2024/  DE000PC05RL9  /

EUWAX
2024-05-02  8:48:58 AM Chg.+0.020 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.330EUR +6.45% -
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: -26.29
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.22
Parity: -1.46
Time value: 0.36
Break-even: 76.40
Moneyness: 0.85
Premium: 0.19
Premium p.a.: 0.32
Spread abs.: 0.02
Spread %: 5.88%
Delta: -0.21
Theta: -0.01
Omega: -5.42
Rho: -0.15
 

Quote data

Open: 0.330
High: 0.330
Low: 0.330
Previous Close: 0.310
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.16%
1 Month  
+6.45%
3 Months
  -44.07%
YTD
  -56.58%
1 Year
  -80.92%
3 Years     -
5 Years     -
1W High / 1W Low: 0.380 0.310
1M High / 1M Low: 0.420 0.300
6M High / 6M Low: 1.550 0.280
High (YTD): 2024-01-03 0.850
Low (YTD): 2024-03-28 0.280
52W High: 2023-05-02 1.730
52W Low: 2024-03-28 0.280
Avg. price 1W:   0.345
Avg. volume 1W:   0.000
Avg. price 1M:   0.349
Avg. volume 1M:   0.000
Avg. price 6M:   0.680
Avg. volume 6M:   0.000
Avg. price 1Y:   0.995
Avg. volume 1Y:   0.000
Volatility 1M:   158.48%
Volatility 6M:   114.71%
Volatility 1Y:   96.99%
Volatility 3Y:   -