BNP Paribas Put 98 HEI 20.12.2024
/ DE000PC25GP1
BNP Paribas Put 98 HEI 20.12.2024/ DE000PC25GP1 /
| 6/25/2024 2:20:32 PM |
Chg.+0.010 |
Bid6/25/2024 |
Ask6/25/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
+1.27% |
0.800
Bid Size: 41,000 |
0.810
Ask Size: 41,000 |
HEIDELBERG MATERIALS... |
98.00 EUR |
12/20/2024 |
Put |
Master data
| WKN: |
PC25GP |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HEIDELBERG MATERIALS O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
98.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
1/10/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-11.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.23 |
| Parity: |
0.20 |
| Time value: |
0.61 |
| Break-even: |
89.90 |
| Moneyness: |
1.02 |
| Premium: |
0.06 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
2.53% |
| Delta: |
-0.47 |
| Theta: |
-0.02 |
| Omega: |
-5.51 |
| Rho: |
-0.26 |
Quote data
| Open: |
0.800 |
| High: |
0.860 |
| Low: |
0.790 |
| Previous Close: |
0.790 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.27% |
| 1 Month |
|
|
+23.08% |
| 3 Months |
|
|
-8.05% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.850 |
0.780 |
| 1M High / 1M Low: |
0.880 |
0.640 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.798 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.785 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
131.49% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
