BNP Paribas Call 180 HEI 17.01.2025
/ DE000PC34Q27
BNP Paribas Call 180 HEI 17.01.20.../ DE000PC34Q27 /
2024-06-04 9:50:33 PM |
Chg.+0.470 |
Bid9:59:44 PM |
Ask9:59:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.150EUR |
+10.04% |
5.210 Bid Size: 3,700 |
5.230 Ask Size: 3,700 |
HEICO Corp |
180.00 USD |
2025-01-17 |
Call |
Master data
WKN: |
PC34Q2 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
HEICO Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
180.00 USD |
Maturity: |
2025-01-17 |
Issue date: |
2024-01-30 |
Last trading day: |
2025-01-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.31 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.32 |
Intrinsic value: |
3.89 |
Implied volatility: |
0.33 |
Historic volatility: |
0.18 |
Parity: |
3.89 |
Time value: |
0.84 |
Break-even: |
212.33 |
Moneyness: |
1.24 |
Premium: |
0.04 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.02 |
Spread %: |
0.42% |
Delta: |
0.85 |
Theta: |
-0.04 |
Omega: |
3.67 |
Rho: |
0.79 |
Quote data
Open: |
4.790 |
High: |
5.150 |
Low: |
4.680 |
Previous Close: |
4.680 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+27.16% |
1 Month |
|
|
+29.40% |
3 Months |
|
|
+80.70% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.680 |
4.000 |
1M High / 1M Low: |
4.680 |
3.780 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.276 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.138 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
83.46% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |