BNP Paribas Call 550 SLHN 20.06.2025
/ DE000PC1L6T1
BNP Paribas Call 550 SLHN 20.06.2.../ DE000PC1L6T1 /
| 2024-07-29 4:21:01 PM |
Chg.+0.010 |
Bid5:18:32 PM |
Ask5:18:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.400EUR |
+0.72% |
-
Bid Size: - |
-
Ask Size: - |
SWISS LIFE HOLDING A... |
550.00 CHF |
2025-06-20 |
Call |
Master data
| WKN: |
PC1L6T |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SWISS LIFE HOLDING AG N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
550.00 CHF |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2025-06-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.44 |
| Intrinsic value: |
1.19 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.19 |
| Parity: |
1.19 |
| Time value: |
0.22 |
| Break-even: |
714.32 |
| Moneyness: |
1.21 |
| Premium: |
0.03 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
1.44% |
| Delta: |
0.93 |
| Theta: |
-0.07 |
| Omega: |
4.59 |
| Rho: |
4.52 |
Quote data
| Open: |
1.460 |
| High: |
1.460 |
| Low: |
1.400 |
| Previous Close: |
1.390 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.41% |
| 1 Month |
|
|
+3.70% |
| 3 Months |
|
|
+66.67% |
| YTD |
|
|
+97.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.480 |
1.340 |
| 1M High / 1M Low: |
1.480 |
1.250 |
| 6M High / 6M Low: |
1.480 |
0.750 |
| High (YTD): |
2024-07-22 |
1.480 |
| Low (YTD): |
2024-01-19 |
0.660 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.416 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.394 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.074 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
63.15% |
| Volatility 6M: |
|
85.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
