BNP Paribas Call 50 SHL 21.03.202.../  DE000PC79534  /

Frankfurt Zert./BNP
2024-07-09  9:50:12 PM Chg.+0.020 Bid2024-07-09 Ask2024-07-09 Underlying Strike price Expiration date Option type
4.550EUR +0.44% 4.550
Bid Size: 1,260
4.620
Ask Size: 1,260
SIEMENS HEALTH.AG NA... 50.00 - 2025-03-21 Call
 

Master data

WKN: PC7953
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SIEMENS HEALTH.AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 50.00 -
Maturity: 2025-03-21
Issue date: 2024-04-12
Last trading day: 2025-03-20
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 11.61
Leverage: Yes

Calculated values

Fair value: 6.22
Intrinsic value: 3.42
Implied volatility: -
Historic volatility: 0.20
Parity: 3.42
Time value: 1.18
Break-even: 54.60
Moneyness: 1.07
Premium: 0.02
Premium p.a.: 0.03
Spread abs.: 0.07
Spread %: 1.55%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 4.530
High: 4.670
Low: 4.530
Previous Close: 4.530
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -0.66%
1 Month
  -6.38%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.580 4.510
1M High / 1M Low: 4.840 4.350
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.536
Avg. volume 1W:   0.000
Avg. price 1M:   4.595
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   34.65%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -