BNP Paribas Call 600 SLHN 19.12.2025
/ DE000PC38720
BNP Paribas Call 600 SLHN 19.12.2.../ DE000PC38720 /
9/3/2024 4:21:02 PM |
Chg.+0.070 |
Bid5:04:12 PM |
Ask5:04:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.240EUR |
+5.98% |
1.260 Bid Size: 33,000 |
1.280 Ask Size: 33,000 |
SWISS LIFE HOLDING A... |
600.00 CHF |
12/19/2025 |
Call |
Master data
WKN: |
PC3872 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
SWISS LIFE HOLDING AG N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
600.00 CHF |
Maturity: |
12/19/2025 |
Issue date: |
1/31/2024 |
Last trading day: |
12/18/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.08 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.34 |
Intrinsic value: |
0.88 |
Implied volatility: |
0.10 |
Historic volatility: |
0.19 |
Parity: |
0.88 |
Time value: |
0.31 |
Break-even: |
755.24 |
Moneyness: |
1.14 |
Premium: |
0.04 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.01 |
Spread %: |
0.85% |
Delta: |
0.94 |
Theta: |
-0.07 |
Omega: |
5.71 |
Rho: |
7.25 |
Quote data
Open: |
1.280 |
High: |
1.280 |
Low: |
1.160 |
Previous Close: |
1.170 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+14.81% |
1 Month |
|
|
+37.78% |
3 Months |
|
|
+63.16% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.170 |
1.080 |
1M High / 1M Low: |
1.170 |
0.780 |
6M High / 6M Low: |
1.170 |
0.530 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.140 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.007 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.841 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
48.66% |
Volatility 6M: |
|
92.04% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |