BNP Paribas Call 550 SLHN 19.12.2.../  DE000PC38712  /

Frankfurt Zert./BNP
2024-07-26  4:21:04 PM Chg.+0.040 Bid5:16:39 PM Ask5:16:39 PM Underlying Strike price Expiration date Option type
1.430EUR +2.88% -
Bid Size: -
-
Ask Size: -
SWISS LIFE HOLDING A... 550.00 CHF 2025-12-19 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: 2025-12-19
Issue date: 2024-01-31
Last trading day: 2025-12-18
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 4.75
Leverage: Yes

Calculated values

Fair value: 1.59
Intrinsic value: 1.20
Implied volatility: -
Historic volatility: 0.19
Parity: 1.20
Time value: 0.26
Break-even: 719.32
Moneyness: 1.21
Premium: 0.04
Premium p.a.: 0.03
Spread abs.: 0.02
Spread %: 1.39%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 1.390
High: 1.440
Low: 1.390
Previous Close: 1.390
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+0.70%
1 Month  
+2.14%
3 Months  
+62.50%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.520 1.390
1M High / 1M Low: 1.520 1.300
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.458
Avg. volume 1W:   0.000
Avg. price 1M:   1.435
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   56.41%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -