BNP Paribas Put 95 HEI 20.09.2024
/ DE000PC25GN6
BNP Paribas Put 95 HEI 20.09.2024/ DE000PC25GN6 /
| 2024-05-23 8:38:37 AM |
Chg.-0.020 |
Bid8:04:12 PM |
Ask8:04:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
-4.35% |
0.390
Bid Size: 12,200 |
0.410
Ask Size: 12,200 |
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: |
-20.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.23 |
| Parity: |
-0.24 |
| Time value: |
0.47 |
| Break-even: |
90.30 |
| Moneyness: |
0.98 |
| Premium: |
0.07 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.02 |
| Spread %: |
4.44% |
| Delta: |
-0.38 |
| Theta: |
-0.02 |
| Omega: |
-7.87 |
| Rho: |
-0.14 |
Quote data
| Open: |
0.440 |
| High: |
0.440 |
| Low: |
0.440 |
| Previous Close: |
0.460 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.76% |
| 1 Month |
|
|
-47.62% |
| 3 Months |
|
|
-67.16% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.500 |
0.420 |
| 1M High / 1M Low: |
0.840 |
0.410 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.454 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.577 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
146.01% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
