BNP Paribas Call 48 SHL 19.12.2025
/ DE000PC38GL3
BNP Paribas Call 48 SHL 19.12.202.../ DE000PC38GL3 /
| 13/11/2024 08:18:57 |
Chg.-0.080 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.710EUR |
-10.13% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS HEALTH.AG NA... |
48.00 EUR |
19/12/2025 |
Call |
Master data
| WKN: |
PC38GL |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SIEMENS HEALTH.AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 EUR |
| Maturity: |
19/12/2025 |
| Issue date: |
31/01/2024 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.66 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.21 |
| Parity: |
0.25 |
| Time value: |
0.50 |
| Break-even: |
55.50 |
| Moneyness: |
1.05 |
| Premium: |
0.10 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
2.74% |
| Delta: |
0.67 |
| Theta: |
-0.01 |
| Omega: |
4.53 |
| Rho: |
0.29 |
Quote data
| Open: |
0.710 |
| High: |
0.710 |
| Low: |
0.710 |
| Previous Close: |
0.790 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.90% |
| 1 Month |
|
|
-14.46% |
| 3 Months |
|
|
-8.97% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.880 |
0.690 |
| 1M High / 1M Low: |
0.890 |
0.590 |
| 6M High / 6M Low: |
1.200 |
0.580 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.806 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.762 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.909 |
| Avg. volume 6M: |
|
75.758 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.63% |
| Volatility 6M: |
|
107.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
