BNP Paribas Call 600 SLHN 19.06.2026
/ DE000PG445G0
BNP Paribas Call 600 SLHN 19.06.2.../ DE000PG445G0 /
| 07/08/2024 10:06:34 |
Chg.+0.020 |
Bid10:12:39 |
Ask10:12:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.910EUR |
+2.25% |
0.910
Bid Size: 46,000 |
0.930
Ask Size: 46,000 |
SWISS LIFE HOLDING A... |
600.00 CHF |
19/06/2026 |
Call |
Master data
| WKN: |
PG445G |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SWISS LIFE HOLDING AG N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
600.00 CHF |
| Maturity: |
19/06/2026 |
| Issue date: |
30/07/2024 |
| Last trading day: |
18/06/2026 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.99 |
| Intrinsic value: |
0.16 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.19 |
| Parity: |
0.16 |
| Time value: |
0.71 |
| Break-even: |
731.66 |
| Moneyness: |
1.02 |
| Premium: |
0.11 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
2.35% |
| Delta: |
0.70 |
| Theta: |
-0.07 |
| Omega: |
5.34 |
| Rho: |
7.05 |
Quote data
| Open: |
0.900 |
| High: |
0.910 |
| Low: |
0.900 |
| Previous Close: |
0.890 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.22% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.170 |
0.820 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.970 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
