BNP Paribas Call 550 SLHN 21.03.2025
/ DE000PC702W5
BNP Paribas Call 550 SLHN 21.03.2.../ DE000PC702W5 /
8/9/2024 4:21:01 PM |
Chg.+0.050 |
Bid4:50:50 PM |
Ask4:50:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.210EUR |
+4.31% |
- 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: |
5.49 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.12 |
Intrinsic value: |
0.93 |
Implied volatility: |
0.28 |
Historic volatility: |
0.19 |
Parity: |
0.93 |
Time value: |
0.30 |
Break-even: |
705.44 |
Moneyness: |
1.16 |
Premium: |
0.04 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.02 |
Spread %: |
1.65% |
Delta: |
0.81 |
Theta: |
-0.13 |
Omega: |
4.46 |
Rho: |
2.60 |
Quote data
Open: |
1.190 |
High: |
1.230 |
Low: |
1.190 |
Previous Close: |
1.160 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-14.79% |
3 Months |
|
|
+19.80% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.210 |
1.040 |
1M High / 1M Low: |
1.450 |
1.040 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.118 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.327 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
91.26% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |