BNP Paribas Call 132 HEI 21.02.20.../  DE000PL1B039  /

Frankfurt Zert./BNP
1/23/2025  9:50:17 PM Chg.+0.040 Bid8:00:30 AM Ask8:00:30 AM Underlying Strike price Expiration date Option type
0.550EUR +7.84% 0.570
Bid Size: 5,264
0.600
Ask Size: 5,000
HEIDELBERG MATERIALS... 132.00 EUR 2/21/2025 Call
 

Master data

WKN: PL1B03
Issuer: BNP PARIBAS
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Call
Strike price: 132.00 EUR
Maturity: 2/21/2025
Issue date: 11/14/2024
Last trading day: 2/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 25.25
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.19
Implied volatility: 0.28
Historic volatility: 0.24
Parity: 0.19
Time value: 0.35
Break-even: 137.30
Moneyness: 1.01
Premium: 0.03
Premium p.a.: 0.38
Spread abs.: 0.03
Spread %: 6.00%
Delta: 0.60
Theta: -0.08
Omega: 15.07
Rho: 0.06
 

Quote data

Open: 0.440
High: 0.570
Low: 0.440
Previous Close: 0.510
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+77.42%
1 Month  
+292.86%
3 Months     -
YTD  
+400.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.550 0.310
1M High / 1M Low: 0.550 0.110
6M High / 6M Low: - -
High (YTD): 1/23/2025 0.550
Low (YTD): 1/3/2025 0.110
52W High: - -
52W Low: - -
Avg. price 1W:   0.438
Avg. volume 1W:   0.000
Avg. price 1M:   0.246
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   524.20%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -