BNP Paribas Call 75 HEI 20.09.2024
/ DE000PN8UFZ2
BNP Paribas Call 75 HEI 20.09.202.../ DE000PN8UFZ2 /
| 2024-05-10 9:50:15 PM |
Chg.+0.260 |
Bid9:59:54 PM |
Ask9:59:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.780EUR |
+10.32% |
-
Bid Size: - |
-
Ask Size: - |
HEIDELBERG MATERIALS... |
75.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
PN8UFZ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HEIDELBERG MATERIALS O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2024-05-13 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.15 |
| Intrinsic value: |
2.07 |
| Implied volatility: |
0.86 |
| Historic volatility: |
0.22 |
| Parity: |
2.07 |
| Time value: |
0.75 |
| Break-even: |
103.20 |
| Moneyness: |
1.28 |
| Premium: |
0.08 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.03 |
| Spread %: |
1.08% |
| Delta: |
0.78 |
| Theta: |
-0.07 |
| Omega: |
2.66 |
| Rho: |
0.13 |
Quote data
| Open: |
2.520 |
| High: |
2.820 |
| Low: |
2.520 |
| Previous Close: |
2.520 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+73.75% |
| YTD |
|
|
+164.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
2.780 |
0.880 |
| High (YTD): |
2024-05-10 |
2.780 |
| Low (YTD): |
2024-01-03 |
0.920 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
1.643 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
105.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
