BNP Paribas Put 95 HEI 20.06.2025
/ DE000PC2YD53
BNP Paribas Put 95 HEI 20.06.2025/ DE000PC2YD53 /
| 2024-05-16 8:34:56 AM |
Chg.+0.020 |
Bid5:27:01 PM |
Ask5:27:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.930EUR |
+2.20% |
0.980
Bid Size: 52,000 |
0.990
Ask Size: 52,000 |
HEIDELBERG MATERIALS... |
95.00 EUR |
2025-06-20 |
Put |
Master data
| WKN: |
PC2YD5 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HEIDELBERG MATERIALS O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
95.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-01-04 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-10.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.22 |
| Parity: |
-0.76 |
| Time value: |
0.94 |
| Break-even: |
85.60 |
| Moneyness: |
0.93 |
| Premium: |
0.17 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.02 |
| Spread %: |
2.17% |
| Delta: |
-0.31 |
| Theta: |
-0.01 |
| Omega: |
-3.35 |
| Rho: |
-0.45 |
Quote data
| Open: |
0.930 |
| High: |
0.930 |
| Low: |
0.930 |
| Previous Close: |
0.910 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.00% |
| 1 Month |
|
|
-13.89% |
| 3 Months |
|
|
-47.16% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.000 |
0.890 |
| 1M High / 1M Low: |
1.270 |
0.890 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.924 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.086 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.57% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
