BNP Paribas Put 92 HEI 20.09.2024
/ DE000PC2YDX0
BNP Paribas Put 92 HEI 20.09.2024/ DE000PC2YDX0 /
5/13/2024 9:50:12 PM |
Chg.+0.020 |
Bid5/13/2024 |
Ask5/13/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.350EUR |
+6.06% |
0.350 Bid Size: 14,600 |
0.370 Ask Size: 14,600 |
HEIDELBERG MATERIALS... |
92.00 EUR |
9/20/2024 |
Put |
Master data
WKN: |
PC2YDX |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
HEIDELBERG MATERIALS O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
92.00 EUR |
Maturity: |
9/20/2024 |
Issue date: |
1/4/2024 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-29.41 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.12 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.36 |
Historic volatility: |
0.22 |
Parity: |
-1.10 |
Time value: |
0.35 |
Break-even: |
88.50 |
Moneyness: |
0.89 |
Premium: |
0.14 |
Premium p.a.: |
0.45 |
Spread abs.: |
0.02 |
Spread %: |
6.06% |
Delta: |
-0.24 |
Theta: |
-0.02 |
Omega: |
-7.12 |
Rho: |
-0.10 |
Quote data
Open: |
0.320 |
High: |
0.360 |
Low: |
0.320 |
Previous Close: |
0.330 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-20.45% |
1 Month |
|
|
-40.68% |
3 Months |
|
|
-72.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.440 |
0.330 |
1M High / 1M Low: |
0.700 |
0.330 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.388 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.544 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
150.37% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |