BNP Paribas Put 65 SHL 21.03.2025/  DE000PC70ZR3  /

EUWAX
1/9/2025  8:38:36 AM Chg.+0.04 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
1.40EUR +2.94% -
Bid Size: -
-
Ask Size: -
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: 1.40
High: 1.40
Low: 1.40
Previous Close: 1.36
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.76%
1 Month
  -2.10%
3 Months     0.00%
YTD
  -0.71%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.47 1.36
1M High / 1M Low: 1.47 1.16
6M High / 6M Low: 1.74 1.06
High (YTD): 1/2/2025 1.47
Low (YTD): 1/8/2025 1.36
52W High: - -
52W Low: - -
Avg. price 1W:   1.41
Avg. volume 1W:   0.00
Avg. price 1M:   1.32
Avg. volume 1M:   0.00
Avg. price 6M:   1.39
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   55.76%
Volatility 6M:   84.60%
Volatility 1Y:   -
Volatility 3Y:   -