BNP Paribas Call 50 SHL 20.12.2024
/ DE000PE96QN2
BNP Paribas Call 50 SHL 20.12.202.../ DE000PE96QN2 /
09/07/2024 08:43:34 |
Chg.-0.02 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
4.30EUR |
-0.46% |
- Bid Size: - |
- Ask Size: - |
SIEMENS HEALTH.AG NA... |
50.00 - |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
03/03/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
12.20 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.34 |
Intrinsic value: |
3.42 |
Implied volatility: |
0.10 |
Historic volatility: |
0.20 |
Parity: |
3.42 |
Time value: |
0.96 |
Break-even: |
54.38 |
Moneyness: |
1.07 |
Premium: |
0.02 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.07 |
Spread %: |
1.62% |
Delta: |
0.91 |
Theta: |
-0.01 |
Omega: |
11.07 |
Rho: |
0.20 |
Quote data
Open: |
4.30 |
High: |
4.30 |
Low: |
4.30 |
Previous Close: |
4.32 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-2.49% |
1 Month |
|
|
-8.51% |
3 Months |
|
|
-7.73% |
YTD |
|
|
-5.91% |
1 Year |
|
|
-1.60% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.41 |
4.25 |
1M High / 1M Low: |
4.71 |
4.09 |
6M High / 6M Low: |
4.98 |
3.74 |
High (YTD): |
12/03/2024 |
4.98 |
Low (YTD): |
19/04/2024 |
3.74 |
52W High: |
12/03/2024 |
4.98 |
52W Low: |
08/09/2023 |
3.05 |
Avg. price 1W: |
|
4.32 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.41 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
4.48 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
4.21 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
48.68% |
Volatility 6M: |
|
48.48% |
Volatility 1Y: |
|
53.70% |
Volatility 3Y: |
|
- |