BNP Paribas Call 550 SLHN 21.03.2025
/ DE000PC702W5
BNP Paribas Call 550 SLHN 21.03.2.../ DE000PC702W5 /
| 10/7/2024 4:20:59 PM |
Chg.-0.030 |
Bid5:18:56 PM |
Ask5:18:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.640EUR |
-1.80% |
-
Bid Size: - |
-
Ask Size: - |
SWISS LIFE HOLDING A... |
550.00 CHF |
3/21/2025 |
Call |
Master data
| WKN: |
PC702W |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SWISS LIFE HOLDING AG N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
550.00 CHF |
| Maturity: |
3/21/2025 |
| Issue date: |
4/9/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.62 |
| Intrinsic value: |
1.52 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.19 |
| Parity: |
1.52 |
| Time value: |
0.14 |
| Break-even: |
749.88 |
| Moneyness: |
1.26 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
1.22% |
| Delta: |
0.92 |
| Theta: |
-0.11 |
| Omega: |
4.10 |
| Rho: |
2.32 |
Quote data
| Open: |
1.670 |
| High: |
1.680 |
| Low: |
1.610 |
| Previous Close: |
1.670 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.80% |
| 1 Month |
|
|
-2.38% |
| 3 Months |
|
|
+19.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.670 |
1.620 |
| 1M High / 1M Low: |
1.790 |
1.620 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.648 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.697 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
41.78% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
