BNP Paribas Call 106 HEI 21.02.2025
/ DE000PG97XR2
BNP Paribas Call 106 HEI 21.02.20.../ DE000PG97XR2 /
| 24/01/2025 08:20:11 |
Chg.+0.020 |
Bid24/01/2025 |
Ask24/01/2025 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.890EUR |
+0.70% |
2.890
Bid Size: 2,800 |
2.940
Ask Size: 2,800 |
HEIDELBERG MATERIALS... |
106.00 EUR |
21/02/2025 |
Call |
Master data
| WKN: |
PG97XR |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HEIDELBERG MATERIALS O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
106.00 EUR |
| Maturity: |
21/02/2025 |
| Issue date: |
28/10/2024 |
| Last trading day: |
20/02/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.81 |
| Intrinsic value: |
2.79 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.24 |
| Parity: |
2.79 |
| Time value: |
0.04 |
| Break-even: |
134.20 |
| Moneyness: |
1.26 |
| Premium: |
0.00 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.05 |
| Spread %: |
1.81% |
| Delta: |
0.98 |
| Theta: |
-0.02 |
| Omega: |
4.65 |
| Rho: |
0.08 |
Quote data
| Open: |
2.890 |
| High: |
2.890 |
| Low: |
2.890 |
| Previous Close: |
2.870 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.43% |
| 1 Month |
|
|
+80.63% |
| 3 Months |
|
|
- |
| YTD |
|
|
+97.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.870 |
2.380 |
| 1M High / 1M Low: |
2.870 |
1.460 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
23/01/2025 |
2.870 |
| Low (YTD): |
03/01/2025 |
1.520 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.644 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.056 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
157.73% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |