BNP Paribas Call 550 SLHN 19.12.2025
/ DE000PC38712
BNP Paribas Call 550 SLHN 19.12.2.../ DE000PC38712 /
| 27/06/2024 16:21:02 |
Chg.+0.050 |
Bid27/06/2024 |
Ask27/06/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.380EUR |
+3.76% |
1.380
Bid Size: 34,750 |
1.400
Ask Size: 34,750 |
SWISS LIFE HOLDING A... |
550.00 CHF |
19/12/2025 |
Call |
Master data
| WKN: |
PC3871 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SWISS LIFE HOLDING AG N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
550.00 CHF |
| Maturity: |
19/12/2025 |
| Issue date: |
31/01/2024 |
| Last trading day: |
18/12/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.48 |
| Intrinsic value: |
1.03 |
| Implied volatility: |
0.12 |
| Historic volatility: |
0.20 |
| Parity: |
1.03 |
| Time value: |
0.33 |
| Break-even: |
709.83 |
| Moneyness: |
1.18 |
| Premium: |
0.05 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
1.49% |
| Delta: |
0.94 |
| Theta: |
-0.06 |
| Omega: |
4.70 |
| Rho: |
7.44 |
Quote data
| Open: |
1.370 |
| High: |
1.380 |
| Low: |
1.350 |
| Previous Close: |
1.330 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.99% |
| 1 Month |
|
|
+23.21% |
| 3 Months |
|
|
+39.39% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.360 |
1.330 |
| 1M High / 1M Low: |
1.360 |
1.050 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.342 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.201 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
50.53% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
