BNP Paribas Put 92 HEI 20.12.2024
/ DE000PC2YD38
BNP Paribas Put 92 HEI 20.12.2024/ DE000PC2YD38 /
5/14/2024 9:50:14 PM |
Chg.-0.020 |
Bid5/14/2024 |
Ask5/14/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.530EUR |
-3.64% |
0.530 Bid Size: 13,600 |
0.550 Ask Size: 13,600 |
HEIDELBERG MATERIALS... |
92.00 EUR |
12/20/2024 |
Put |
Master data
WKN: |
PC2YD3 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
HEIDELBERG MATERIALS O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
92.00 EUR |
Maturity: |
12/20/2024 |
Issue date: |
1/4/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-18.12 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.24 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.35 |
Historic volatility: |
0.22 |
Parity: |
-0.95 |
Time value: |
0.56 |
Break-even: |
86.40 |
Moneyness: |
0.91 |
Premium: |
0.15 |
Premium p.a.: |
0.26 |
Spread abs.: |
0.02 |
Spread %: |
3.70% |
Delta: |
-0.28 |
Theta: |
-0.02 |
Omega: |
-5.09 |
Rho: |
-0.21 |
Quote data
Open: |
0.530 |
High: |
0.590 |
Low: |
0.530 |
Previous Close: |
0.550 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-5.36% |
1 Month |
|
|
-28.38% |
3 Months |
|
|
-61.03% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.590 |
0.520 |
1M High / 1M Low: |
0.850 |
0.520 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.550 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.697 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
112.38% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |