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BNP Paribas Call 550 SLHN 20.12.2.../  DE000PN7C8Q5  /

Frankfurt Zert./BNP
10/7/2024  9:20:41 AM Chg.0.000 Bid9:25:50 AM Ask9:25:50 AM Underlying Strike price Expiration date Option type
1.630EUR 0.00% 1.620
Bid Size: 27,500		 1.640
Ask Size: 27,500		 SWISS LIFE HOLDING A... 550.00 CHF 12/20/2024 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: 12/20/2024
Issue date: 8/16/2023
Last trading day: 12/19/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 4.55
Leverage: Yes

Calculated values

Fair value: 1.57
Intrinsic value: 1.53
Implied volatility: 0.40
Historic volatility: 0.19
Parity: 1.53
Time value: 0.09
Break-even: 745.88
Moneyness: 1.26
Premium: 0.01
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 1.25%
Delta: 0.92
Theta: -0.18
Omega: 4.18
Rho: 1.07
 

Quote data

Open: 1.630
High: 1.630
Low: 1.630
Previous Close: 1.630
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -3.55%
1 Month     0.00%
3 Months  
+33.61%
YTD  
+158.73%
1 Year  
+150.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.690 1.570
1M High / 1M Low: 1.750 1.570
6M High / 6M Low: 1.750 0.670
High (YTD): 9/27/2024 1.750
Low (YTD): 1/19/2024 0.580
52W High: 9/27/2024 1.750
52W Low: 11/10/2023 0.420
Avg. price 1W:   1.624
Avg. volume 1W:   0.000
Avg. price 1M:   1.659
Avg. volume 1M:   0.000
Avg. price 6M:   1.203
Avg. volume 6M:   0.000
Avg. price 1Y:   0.974
Avg. volume 1Y:   0.000
Volatility 1M:   46.80%
Volatility 6M:   86.43%
Volatility 1Y:   97.60%
Volatility 3Y:   -