BNP Paribas Call 70 SHL 20.06.2025
/ DE000PC7ARY7
BNP Paribas Call 70 SHL 20.06.202.../ DE000PC7ARY7 /
| 14/11/2024 08:17:51 |
Chg.-0.020 |
Bid14:15:13 |
Ask14:15:13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
-6.90% |
0.280
Bid Size: 31,000 |
0.300
Ask Size: 31,000 |
SIEMENS HEALTH.AG NA... |
70.00 - |
20/06/2025 |
Call |
Master data
| WKN: |
PC7ARY |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SIEMENS HEALTH.AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 - |
| Maturity: |
20/06/2025 |
| Issue date: |
26/03/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
142.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.21 |
| Parity: |
-20.17 |
| Time value: |
0.35 |
| Break-even: |
70.35 |
| Moneyness: |
0.71 |
| Premium: |
0.41 |
| Premium p.a.: |
0.78 |
| Spread abs.: |
0.07 |
| Spread %: |
25.00% |
| Delta: |
0.08 |
| Theta: |
0.00 |
| Omega: |
11.31 |
| Rho: |
0.02 |
Quote data
| Open: |
0.270 |
| High: |
0.270 |
| Low: |
0.270 |
| Previous Close: |
0.290 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-43.75% |
| 1 Month |
|
|
-52.63% |
| 3 Months |
|
|
-51.79% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.290 |
| 1M High / 1M Low: |
0.570 |
0.240 |
| 6M High / 6M Low: |
1.520 |
0.230 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.394 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.382 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.781 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
286.31% |
| Volatility 6M: |
|
226.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
