BNP Paribas Call 550 SLHN 21.03.2025
/ DE000PC702W5
BNP Paribas Call 550 SLHN 21.03.2.../ DE000PC702W5 /
| 08/11/2024 16:21:02 |
Chg.-0.060 |
Bid17:09:47 |
Ask17:09:47 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.900EUR |
-3.06% |
-
Bid Size: - |
-
Ask Size: - |
SWISS LIFE HOLDING A... |
550.00 CHF |
21/03/2025 |
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: |
21/03/2025 |
| Issue date: |
09/04/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.92 |
| Intrinsic value: |
1.85 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.18 |
| Parity: |
1.85 |
| Time value: |
0.08 |
| Break-even: |
779.03 |
| Moneyness: |
1.32 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
1.05% |
| Delta: |
0.98 |
| Theta: |
-0.07 |
| Omega: |
3.90 |
| Rho: |
2.02 |
Quote data
| Open: |
1.930 |
| High: |
1.930 |
| Low: |
1.890 |
| Previous Close: |
1.960 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.97% |
| 1 Month |
|
|
+9.83% |
| 3 Months |
|
|
+57.02% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.960 |
1.790 |
| 1M High / 1M Low: |
1.960 |
1.670 |
| 6M High / 6M Low: |
1.960 |
0.910 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.880 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.820 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.432 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
62.33% |
| Volatility 6M: |
|
65.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
