BNP Paribas Call 50 SHL 20.06.2025
/ DE000PC7ARR1
BNP Paribas Call 50 SHL 20.06.202.../ DE000PC7ARR1 /
| 10/10/2024 11:37:09 |
Chg.+0.20 |
Bid22:00:30 |
Ask22:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.02EUR |
+5.24% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS HEALTH.AG NA... |
50.00 - |
20/06/2025 |
Call |
Master data
| WKN: |
PC7ARR |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SIEMENS HEALTH.AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 - |
| Maturity: |
20/06/2025 |
| Issue date: |
26/03/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
13.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.83 |
| Intrinsic value: |
1.54 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.20 |
| Parity: |
1.54 |
| Time value: |
2.41 |
| Break-even: |
53.95 |
| Moneyness: |
1.03 |
| Premium: |
0.05 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.07 |
| Spread %: |
1.80% |
| Delta: |
0.69 |
| Theta: |
-0.01 |
| Omega: |
9.04 |
| Rho: |
0.22 |
Quote data
| Open: |
4.02 |
| High: |
4.02 |
| Low: |
4.02 |
| Previous Close: |
3.82 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.99% |
| 1 Month |
|
|
+12.29% |
| 3 Months |
|
|
-14.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.06 |
3.76 |
| 1M High / 1M Low: |
4.52 |
2.92 |
| 6M High / 6M Low: |
4.93 |
2.92 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.91 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.72 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.32 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.01% |
| Volatility 6M: |
|
68.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
