BNP Paribas Call 50 SHL 21.03.2025
/ DE000PC79534
BNP Paribas Call 50 SHL 21.03.202.../ DE000PC79534 /
| 15/11/2024 09:24:21 |
Chg.+0.02 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.58EUR |
+0.78% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS HEALTH.AG NA... |
50.00 - |
21/03/2025 |
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: |
21/03/2025 |
| Issue date: |
12/04/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
18.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.77 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.21 |
| Parity: |
0.18 |
| Time value: |
2.56 |
| Break-even: |
52.74 |
| Moneyness: |
1.00 |
| Premium: |
0.05 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.07 |
| Spread %: |
2.62% |
| Delta: |
0.57 |
| Theta: |
-0.01 |
| Omega: |
10.46 |
| Rho: |
0.09 |
Quote data
| Open: |
2.58 |
| High: |
2.58 |
| Low: |
2.58 |
| Previous Close: |
2.56 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.91% |
| 1 Month |
|
|
-22.29% |
| 3 Months |
|
|
-32.81% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.68 |
2.56 |
| 1M High / 1M Low: |
3.83 |
2.15 |
| 6M High / 6M Low: |
4.87 |
2.15 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.94 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.04 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.91 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
190.19% |
| Volatility 6M: |
|
110.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
