BNP Paribas Put 65 SHL 21.03.2025
/ DE000PC70ZR3
BNP Paribas Put 65 SHL 21.03.2025/ DE000PC70ZR3 /
| 24/01/2025 08:41:54 |
Chg.-0.04 |
Bid22:00:03 |
Ask22:00:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.14EUR |
-3.39% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS HEALTH.AG NA... |
65.00 EUR |
21/03/2025 |
Put |
Master data
| WKN: |
PC70ZR |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SIEMENS HEALTH.AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
65.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
09/04/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.15 |
| Intrinsic value: |
1.15 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.21 |
| Parity: |
1.15 |
| Time value: |
0.11 |
| Break-even: |
52.40 |
| Moneyness: |
1.22 |
| Premium: |
0.02 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.03 |
| Spread %: |
2.44% |
| Delta: |
-0.78 |
| Theta: |
-0.03 |
| Omega: |
-3.30 |
| Rho: |
-0.08 |
Quote data
| Open: |
1.14 |
| High: |
1.14 |
| Low: |
1.14 |
| Previous Close: |
1.18 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.92% |
| 1 Month |
|
|
-16.79% |
| 3 Months |
|
|
-19.15% |
| YTD |
|
|
-19.15% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.42 |
1.14 |
| 1M High / 1M Low: |
1.47 |
1.14 |
| 6M High / 6M Low: |
1.74 |
1.14 |
| High (YTD): |
14/01/2025 |
1.47 |
| Low (YTD): |
24/01/2025 |
1.14 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.26 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.38 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.41 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
62.06% |
| Volatility 6M: |
|
85.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |