BNP Paribas Put 95 HEI 20.09.2024
/ DE000PC25GN6
BNP Paribas Put 95 HEI 20.09.2024/ DE000PC25GN6 /
| 2024-05-27 8:39:47 AM |
Chg.-0.050 |
Bid6:59:28 PM |
Ask6:59:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
-12.82% |
0.340
Bid Size: 13,200 |
0.360
Ask Size: 13,200 |
HEIDELBERG MATERIALS... |
95.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
PC25GN |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HEIDELBERG MATERIALS O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
95.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-10 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-27.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.23 |
| Parity: |
-0.50 |
| Time value: |
0.36 |
| Break-even: |
91.40 |
| Moneyness: |
0.95 |
| Premium: |
0.09 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.02 |
| Spread %: |
5.88% |
| Delta: |
-0.32 |
| Theta: |
-0.02 |
| Omega: |
-8.83 |
| Rho: |
-0.11 |
Quote data
| Open: |
0.340 |
| High: |
0.340 |
| Low: |
0.340 |
| Previous Close: |
0.390 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.44% |
| 1 Month |
|
|
-57.50% |
| 3 Months |
|
|
-71.43% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.390 |
| 1M High / 1M Low: |
0.710 |
0.390 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.436 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.515 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.11% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
