BNP Paribas Call 50 SHL 20.12.2024
/ DE000PE96QN2
BNP Paribas Call 50 SHL 20.12.202.../ DE000PE96QN2 /
| 10/11/2024 8:42:49 AM |
Chg.-0.19 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.28EUR |
-5.48% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS HEALTH.AG NA... |
50.00 - |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
3/3/2023 |
| Last trading day: |
12/19/2024 |
| 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: |
3.28 |
| High: |
3.28 |
| Low: |
3.28 |
| Previous Close: |
3.47 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.48% |
| 1 Month |
|
|
+16.31% |
| 3 Months |
|
|
-28.70% |
| YTD |
|
|
-28.23% |
| 1 Year |
|
|
-11.83% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.47 |
2.98 |
| 1M High / 1M Low: |
4.08 |
1.84 |
| 6M High / 6M Low: |
4.71 |
1.84 |
| High (YTD): |
3/12/2024 |
4.98 |
| Low (YTD): |
9/24/2024 |
1.84 |
| 52W High: |
3/12/2024 |
4.98 |
| 52W Low: |
9/24/2024 |
1.84 |
| Avg. price 1W: |
|
3.20 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.97 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.82 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
4.08 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
234.55% |
| Volatility 6M: |
|
121.42% |
| Volatility 1Y: |
|
92.62% |
| Volatility 3Y: |
|
- |
