BNP Paribas Put 90 HEI 20.06.2025
/ DE000PC1HQJ8
BNP Paribas Put 90 HEI 20.06.2025/ DE000PC1HQJ8 /
6/25/2024 10:13:19 AM |
Chg.+0.010 |
Bid4:22:21 PM |
Ask4:22:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.780EUR |
+1.30% |
0.780 Bid Size: 59,000 |
0.790 Ask Size: 59,000 |
HEIDELBERG MATERIALS... |
90.00 EUR |
6/20/2025 |
Put |
Master data
WKN: |
PC1HQJ |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
HEIDELBERG MATERIALS O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
90.00 EUR |
Maturity: |
6/20/2025 |
Issue date: |
12/11/2023 |
Last trading day: |
6/19/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-12.30 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.45 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.23 |
Parity: |
-0.60 |
Time value: |
0.78 |
Break-even: |
82.20 |
Moneyness: |
0.94 |
Premium: |
0.14 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.02 |
Spread %: |
2.63% |
Delta: |
-0.32 |
Theta: |
-0.01 |
Omega: |
-3.93 |
Rho: |
-0.38 |
Quote data
Open: |
0.780 |
High: |
0.780 |
Low: |
0.780 |
Previous Close: |
0.770 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+5.41% |
1 Month |
|
|
+13.04% |
3 Months |
|
|
-1.27% |
YTD |
|
|
-49.35% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.780 |
0.700 |
1M High / 1M Low: |
0.820 |
0.640 |
6M High / 6M Low: |
1.680 |
0.640 |
High (YTD): |
1/3/2024 |
1.680 |
Low (YTD): |
5/28/2024 |
0.640 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.748 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.742 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.034 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
107.28% |
Volatility 6M: |
|
81.51% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |