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BNP Paribas Call 50 SHL 20.12.202.../  DE000PE96QN2  /

Frankfurt Zert./BNP
2024-10-11  9:50:13 PM Chg.+0.300 Bid9:58:03 PM Ask9:58:03 PM Underlying Strike price Expiration date Option type
3.620EUR +9.04% 3.640
Bid Size: 825		 3.710
Ask Size: 820		 SIEMENS HEALTH.AG NA... 50.00 - 2024-12-20 Call
 

Master data

WKN: PE96QN
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SIEMENS HEALTH.AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 50.00 -
Maturity: 2024-12-20
Issue date: 2023-03-03
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 14.20
Leverage: Yes

Calculated values

Fair value: 3.67
Intrinsic value: 2.70
Implied volatility: 0.21
Historic volatility: 0.20
Parity: 2.70
Time value: 1.01
Break-even: 53.71
Moneyness: 1.05
Premium: 0.02
Premium p.a.: 0.11
Spread abs.: 0.07
Spread %: 1.92%
Delta: 0.76
Theta: -0.01
Omega: 10.77
Rho: 0.07
 

Quote data

Open: 3.280
High: 3.750
Low: 3.260
Previous Close: 3.320
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+7.10%
1 Month  
+32.12%
3 Months
  -21.98%
YTD
  -19.38%
1 Year
  -2.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.620 3.060
1M High / 1M Low: 4.120 1.810
6M High / 6M Low: 4.710 1.810
High (YTD): 2024-03-12 4.940
Low (YTD): 2024-09-23 1.810
52W High: 2024-03-12 4.940
52W Low: 2024-09-23 1.810
Avg. price 1W:   3.248
Avg. volume 1W:   0.000
Avg. price 1M:   3.004
Avg. volume 1M:   0.000
Avg. price 6M:   3.832
Avg. volume 6M:   0.000
Avg. price 1Y:   4.087
Avg. volume 1Y:   0.000
Volatility 1M:   221.84%
Volatility 6M:   111.03%
Volatility 1Y:   85.40%
Volatility 3Y:   -