BNP Paribas Call 40 SHL 20.12.2024
/ DE000PZ1EXE5
BNP Paribas Call 40 SHL 20.12.202.../ DE000PZ1EXE5 /
| 10/11/2024 9:50:12 PM |
Chg.+0.070 |
Bid9:58:01 PM |
Ask9:58:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.310EUR |
+5.65% |
1.320
Bid Size: 5,840 |
1.350
Ask Size: 5,840 |
SIEMENS HEALTH.AG NA... |
40.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
PZ1EXE |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SIEMENS HEALTH.AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
11/15/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.22 |
| Intrinsic value: |
1.19 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.20 |
| Parity: |
1.19 |
| Time value: |
0.08 |
| Break-even: |
52.70 |
| Moneyness: |
1.30 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.03 |
| Spread %: |
2.42% |
| Delta: |
0.91 |
| Theta: |
-0.02 |
| Omega: |
3.71 |
| Rho: |
0.07 |
Quote data
| Open: |
1.230 |
| High: |
1.340 |
| Low: |
1.190 |
| Previous Close: |
1.240 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.80% |
| 1 Month |
|
|
+21.30% |
| 3 Months |
|
|
-18.63% |
| YTD |
|
|
-10.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.250 |
1.180 |
| 1M High / 1M Low: |
1.430 |
0.890 |
| 6M High / 6M Low: |
1.630 |
0.890 |
| High (YTD): |
3/8/2024 |
1.850 |
| Low (YTD): |
9/23/2024 |
0.890 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.210 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.146 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.339 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.04% |
| Volatility 6M: |
|
79.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
