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

EUWAX
02/09/2024  15:53:08 Chg.0.00 Bid22:00:28 Ask22:00:28 Underlying Strike price Expiration date Option type
1.50EUR 0.00% -
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: 4.82
Leverage: Yes

Calculated values

Fair value: 1.45
Intrinsic value: 1.38
Implied volatility: 0.32
Historic volatility: 0.19
Parity: 1.38
Time value: 0.12
Break-even: 735.54
Moneyness: 1.24
Premium: 0.02
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 1.35%
Delta: 0.91
Theta: -0.14
Omega: 4.39
Rho: 1.52
 

Quote data

Open: 1.50
High: 1.50
Low: 1.50
Previous Close: 1.50
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.14%
1 Month  
+27.12%
3 Months  
+63.04%
YTD  
+145.90%
1 Year  
+172.73%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.50 1.40
1M High / 1M Low: 1.50 0.93
6M High / 6M Low: 1.50 0.63
High (YTD): 30/08/2024 1.50
Low (YTD): 17/01/2024 0.59
52W High: 30/08/2024 1.50
52W Low: 09/11/2023 0.41
Avg. price 1W:   1.44
Avg. volume 1W:   0.00
Avg. price 1M:   1.26
Avg. volume 1M:   0.00
Avg. price 6M:   1.07
Avg. volume 6M:   153.24
Avg. price 1Y:   0.87
Avg. volume 1Y:   76.01
Volatility 1M:   99.37%
Volatility 6M:   108.44%
Volatility 1Y:   106.79%
Volatility 3Y:   -