BNP Paribas Put 88 HEI 20.09.2024
/ DE000PC1HQC3
BNP Paribas Put 88 HEI 20.09.2024/ DE000PC1HQC3 /
2024-06-11 9:14:31 AM |
Chg.-0.020 |
Bid11:37:15 AM |
Ask11:37:15 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.230EUR |
-8.00% |
0.230 Bid Size: 75,000 |
0.240 Ask Size: 75,000 |
HEIDELBERG MATERIALS... |
88.00 EUR |
2024-09-20 |
Put |
Master data
WKN: |
PC1HQC |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
HEIDELBERG MATERIALS O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
88.00 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2023-12-11 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-38.27 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.13 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.22 |
Parity: |
-0.77 |
Time value: |
0.25 |
Break-even: |
85.50 |
Moneyness: |
0.92 |
Premium: |
0.11 |
Premium p.a.: |
0.44 |
Spread abs.: |
0.02 |
Spread %: |
8.70% |
Delta: |
-0.25 |
Theta: |
-0.02 |
Omega: |
-9.65 |
Rho: |
-0.07 |
Quote data
Open: |
0.230 |
High: |
0.230 |
Low: |
0.230 |
Previous Close: |
0.250 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-11.54% |
1 Month |
|
|
-4.17% |
3 Months |
|
|
-60.34% |
YTD |
|
|
-79.09% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.280 |
0.250 |
1M High / 1M Low: |
0.280 |
0.160 |
6M High / 6M Low: |
1.260 |
0.160 |
High (YTD): |
2024-01-03 |
1.250 |
Low (YTD): |
2024-05-28 |
0.160 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.258 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.231 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.630 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
201.46% |
Volatility 6M: |
|
137.07% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |