BNP Paribas Put 62 SHL 21.03.2025
/ DE000PC70ZQ5
BNP Paribas Put 62 SHL 21.03.2025/ DE000PC70ZQ5 /
| 24/01/2025 08:41:54 |
Chg.-0.040 |
Bid22:00:03 |
Ask22:00:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
-4.49% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS HEALTH.AG NA... |
62.00 EUR |
21/03/2025 |
Put |
Master data
| WKN: |
PC70ZQ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SIEMENS HEALTH.AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
62.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
09/04/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.77 |
| Intrinsic value: |
0.77 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.21 |
| Parity: |
0.77 |
| Time value: |
0.12 |
| Break-even: |
53.10 |
| Moneyness: |
1.14 |
| Premium: |
0.02 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.03 |
| Spread %: |
3.49% |
| Delta: |
-0.73 |
| Theta: |
-0.03 |
| Omega: |
-4.45 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.850 |
| High: |
0.850 |
| Low: |
0.850 |
| Previous Close: |
0.890 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.35% |
| 1 Month |
|
|
-22.02% |
| 3 Months |
|
|
-24.78% |
| YTD |
|
|
-24.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.130 |
0.850 |
| 1M High / 1M Low: |
1.180 |
0.850 |
| 6M High / 6M Low: |
1.450 |
0.850 |
| High (YTD): |
14/01/2025 |
1.180 |
| Low (YTD): |
24/01/2025 |
0.850 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.968 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.088 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.133 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.86% |
| Volatility 6M: |
|
98.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |