BNP Paribas Call 50 SHL 20.09.2024
/ DE000PN95YY6
BNP Paribas Call 50 SHL 20.09.202.../ DE000PN95YY6 /
| 09/07/2024 08:13:05 |
Chg.-0.03 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.96EUR |
-0.75% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS HEALTH.AG NA... |
50.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
PN95YY |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SIEMENS HEALTH.AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
24/10/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
13.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.31 |
| Intrinsic value: |
3.42 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.20 |
| Parity: |
3.42 |
| Time value: |
0.62 |
| Break-even: |
54.04 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.07 |
| Spread %: |
1.76% |
| Delta: |
0.87 |
| Theta: |
-0.01 |
| Omega: |
11.44 |
| Rho: |
0.08 |
Quote data
| Open: |
3.96 |
| High: |
3.96 |
| Low: |
3.96 |
| Previous Close: |
3.99 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.88% |
| 1 Month |
|
|
-12.39% |
| 3 Months |
|
|
-11.01% |
| YTD |
|
|
-8.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.12 |
3.89 |
| 1M High / 1M Low: |
4.57 |
3.59 |
| 6M High / 6M Low: |
4.91 |
3.21 |
| High (YTD): |
08/03/2024 |
4.91 |
| Low (YTD): |
19/04/2024 |
3.21 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.99 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.11 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.22 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.36% |
| Volatility 6M: |
|
64.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
