BNP Paribas Call 550 SLHN 20.12.2024
/ DE000PN7C8Q5
BNP Paribas Call 550 SLHN 20.12.2.../ DE000PN7C8Q5 /
| 2024-07-05 10:01:21 AM |
Chg.+0.03 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.25EUR |
+2.46% |
-
Bid Size: - |
-
Ask Size: - |
SWISS LIFE HOLDING A... |
550.00 CHF |
2024-12-20 |
Call |
Master data
| WKN: |
PN7C8Q |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SWISS LIFE HOLDING AG N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
550.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-16 |
| Last trading day: |
2024-12-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.20 |
| Intrinsic value: |
1.08 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.20 |
| Parity: |
1.08 |
| Time value: |
0.17 |
| Break-even: |
691.45 |
| Moneyness: |
1.19 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
1.63% |
| Delta: |
0.88 |
| Theta: |
-0.12 |
| Omega: |
4.73 |
| Rho: |
2.13 |
Quote data
| Open: |
1.25 |
| High: |
1.25 |
| Low: |
1.25 |
| Previous Close: |
1.22 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.81% |
| 1 Month |
|
|
+16.82% |
| 3 Months |
|
|
+71.23% |
| YTD |
|
|
+104.92% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.28 |
1.13 |
| 1M High / 1M Low: |
1.28 |
0.97 |
| 6M High / 6M Low: |
1.28 |
0.59 |
| High (YTD): |
2024-07-01 |
1.28 |
| Low (YTD): |
2024-01-17 |
0.59 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.22 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.14 |
| Avg. volume 1M: |
|
431.86 |
| Avg. price 6M: |
|
0.93 |
| Avg. volume 6M: |
|
76.01 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.87% |
| Volatility 6M: |
|
106.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
