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BNP Paribas Call 42 SHL 20.12.202.../  DE000PN7DGC7  /

EUWAX
9/26/2024  8:25:01 AM Chg.+0.140 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.910EUR +18.18% -
Bid Size: -		 -
Ask Size: -		 SIEMENS HEALTH.AG NA... 42.00 EUR 12/20/2024 Call
 

Master data

WKN: PN7DGC
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SIEMENS HEALTH.AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 42.00 EUR
Maturity: 12/20/2024
Issue date: 8/16/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.21
Leverage: Yes

Calculated values

Fair value: 0.94
Intrinsic value: 0.91
Implied volatility: 0.35
Historic volatility: 0.20
Parity: 0.91
Time value: 0.07
Break-even: 51.80
Moneyness: 1.22
Premium: 0.01
Premium p.a.: 0.06
Spread abs.: 0.03
Spread %: 3.16%
Delta: 0.90
Theta: -0.01
Omega: 4.71
Rho: 0.08
 

Quote data

Open: 0.910
High: 0.910
Low: 0.910
Previous Close: 0.770
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.06%
1 Month
  -9.90%
3 Months
  -33.09%
YTD
  -31.58%
1 Year
  -4.21%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.910 0.700
1M High / 1M Low: 1.140 0.700
6M High / 6M Low: 1.580 0.700
High (YTD): 3/8/2024 1.680
Low (YTD): 9/24/2024 0.700
52W High: 3/8/2024 1.680
52W Low: 9/24/2024 0.700
Avg. price 1W:   0.790
Avg. volume 1W:   0.000
Avg. price 1M:   0.935
Avg. volume 1M:   0.000
Avg. price 6M:   1.188
Avg. volume 6M:   0.000
Avg. price 1Y:   1.211
Avg. volume 1Y:   0.000
Volatility 1M:   106.23%
Volatility 6M:   100.05%
Volatility 1Y:   87.74%
Volatility 3Y:   -