BNP Paribas Call 60 SHL 19.12.2025
/ DE000PC7AR27
BNP Paribas Call 60 SHL 19.12.202.../ DE000PC7AR27 /
2024-07-31 10:06:21 AM |
Chg.-1.16 |
Bid9:29:29 PM |
Ask9:29:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.42EUR |
-32.40% |
- Bid Size: - |
- Ask Size: - |
SIEMENS HEALTH.AG NA... |
60.00 - |
2025-12-19 |
Call |
Master data
WKN: |
PC7AR2 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
SIEMENS HEALTH.AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
60.00 - |
Maturity: |
2025-12-19 |
Issue date: |
2024-03-26 |
Last trading day: |
2025-12-18 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
15.07 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.35 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.20 |
Historic volatility: |
0.20 |
Parity: |
-6.80 |
Time value: |
3.53 |
Break-even: |
63.53 |
Moneyness: |
0.89 |
Premium: |
0.19 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.07 |
Spread %: |
2.02% |
Delta: |
0.43 |
Theta: |
-0.01 |
Omega: |
6.49 |
Rho: |
0.27 |
Quote data
Open: |
2.42 |
High: |
2.42 |
Low: |
2.42 |
Previous Close: |
3.58 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-27.54% |
1 Month |
|
|
-40.10% |
3 Months |
|
|
-35.12% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.58 |
3.34 |
1M High / 1M Low: |
3.93 |
3.34 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.44 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.59 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
47.26% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |