BNP Paribas Call 550 SLHN 20.12.2024
/ DE000PN7C8Q5
BNP Paribas Call 550 SLHN 20.12.2.../ DE000PN7C8Q5 /
| 05/07/2024 16:21:03 |
Chg.-0.010 |
Bid17:19:39 |
Ask17:19:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.220EUR |
-0.81% |
-
Bid Size: - |
-
Ask Size: - |
SWISS LIFE HOLDING A... |
550.00 CHF |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
16/08/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.22 |
| Intrinsic value: |
1.10 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.20 |
| Parity: |
1.10 |
| Time value: |
0.16 |
| Break-even: |
691.15 |
| Moneyness: |
1.20 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
1.61% |
| Delta: |
0.89 |
| Theta: |
-0.11 |
| Omega: |
4.78 |
| Rho: |
2.19 |
Quote data
| Open: |
1.250 |
| High: |
1.260 |
| Low: |
1.220 |
| Previous Close: |
1.230 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.94% |
| 1 Month |
|
|
+14.02% |
| 3 Months |
|
|
+62.67% |
| YTD |
|
|
+93.65% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.320 |
1.180 |
| 1M High / 1M Low: |
1.320 |
0.960 |
| 6M High / 6M Low: |
1.320 |
0.580 |
| High (YTD): |
01/07/2024 |
1.320 |
| Low (YTD): |
19/01/2024 |
0.580 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.236 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.150 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.926 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
67.17% |
| Volatility 6M: |
|
105.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
