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BNP Paribas Call 550 SLHN 20.06.2.../  DE000PC1L6T1  /

Frankfurt Zert./BNP
10/8/2024  3:20:58 PM Chg.+0.030 Bid3:30:58 PM Ask3:30:58 PM Underlying Strike price Expiration date Option type
1.690EUR +1.81% 1.690
Bid Size: 28,750		 1.710
Ask Size: 28,750		 SWISS LIFE HOLDING A... 550.00 CHF 6/20/2025 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: 6/20/2025
Issue date: 12/11/2023
Last trading day: 6/19/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 4.42
Leverage: Yes

Calculated values

Fair value: 1.63
Intrinsic value: 1.48
Implied volatility: 0.22
Historic volatility: 0.19
Parity: 1.48
Time value: 0.18
Break-even: 752.60
Moneyness: 1.25
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.02
Spread %: 1.22%
Delta: 0.92
Theta: -0.08
Omega: 4.09
Rho: 3.58
 

Quote data

Open: 1.580
High: 1.690
Low: 1.580
Previous Close: 1.660
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -0.59%
1 Month
  -0.59%
3 Months  
+20.71%
YTD  
+138.03%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.700 1.640
1M High / 1M Low: 1.810 1.640
6M High / 6M Low: 1.810 0.750
High (YTD): 9/27/2024 1.810
Low (YTD): 1/19/2024 0.660
52W High: - -
52W Low: - -
Avg. price 1W:   1.672
Avg. volume 1W:   0.000
Avg. price 1M:   1.720
Avg. volume 1M:   0.000
Avg. price 6M:   1.281
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   41.08%
Volatility 6M:   70.35%
Volatility 1Y:   -
Volatility 3Y:   -