BNP Paribas Put 65 SHL 21.03.2025
/ DE000PC70ZR3
BNP Paribas Put 65 SHL 21.03.2025/ DE000PC70ZR3 /
| 1/9/2025 9:50:12 PM |
Chg.+0.050 |
Bid1/9/2025 |
Ask1/9/2025 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.450EUR |
+3.57% |
1.450
Bid Size: 5,940 |
1.480
Ask Size: 5,940 |
SIEMENS HEALTH.AG NA... |
65.00 EUR |
3/21/2025 |
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: |
3/21/2025 |
| Issue date: |
4/9/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.34 |
| Intrinsic value: |
1.34 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.21 |
| Parity: |
1.34 |
| Time value: |
0.09 |
| Break-even: |
50.70 |
| Moneyness: |
1.26 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.03 |
| Spread %: |
2.14% |
| Delta: |
-0.80 |
| Theta: |
-0.02 |
| Omega: |
-2.87 |
| Rho: |
-0.11 |
Quote data
| Open: |
1.400 |
| High: |
1.450 |
| Low: |
1.400 |
| Previous Close: |
1.400 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+9.02% |
| 3 Months |
|
|
+5.07% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.450 |
1.360 |
| 1M High / 1M Low: |
1.450 |
1.150 |
| 6M High / 6M Low: |
1.730 |
1.050 |
| High (YTD): |
1/2/2025 |
1.450 |
| Low (YTD): |
1/7/2025 |
1.360 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.406 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.313 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.391 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
52.50% |
| Volatility 6M: |
|
76.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |