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BNP Paribas Call 600 SLHN 20.06.2.../  DE000PC1L6U9  /

Frankfurt Zert./BNP
9/12/2024  1:21:04 PM Chg.+0.040 Bid9/12/2024 Ask9/12/2024 Underlying Strike price Expiration date Option type
1.230EUR +3.36% 1.230
Bid Size: 31,500		 1.250
Ask Size: 31,500		 SWISS LIFE HOLDING A... 600.00 CHF 6/20/2025 Call
 

Master data

WKN: PC1L6U
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SWISS LIFE HOLDING AG N
Type: Warrant
Option type: Call
Strike price: 600.00 CHF
Maturity: 6/20/2025
Issue date: 12/11/2023
Last trading day: 6/19/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 6.03
Leverage: Yes

Calculated values

Fair value: 1.28
Intrinsic value: 1.02
Implied volatility: 0.15
Historic volatility: 0.19
Parity: 1.02
Time value: 0.21
Break-even: 762.32
Moneyness: 1.16
Premium: 0.03
Premium p.a.: 0.04
Spread abs.: 0.02
Spread %: 1.65%
Delta: 0.92
Theta: -0.08
Omega: 5.52
Rho: 4.28
 

Quote data

Open: 1.280
High: 1.280
Low: 1.230
Previous Close: 1.190
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+2.50%
1 Month  
+43.02%
3 Months  
+57.69%
YTD  
+173.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.230 1.190
1M High / 1M Low: 1.230 0.850
6M High / 6M Low: 1.230 0.460
High (YTD): 9/6/2024 1.230
Low (YTD): 1/19/2024 0.400
52W High: - -
52W Low: - -
Avg. price 1W:   1.206
Avg. volume 1W:   0.000
Avg. price 1M:   1.058
Avg. volume 1M:   0.000
Avg. price 6M:   0.796
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   53.68%
Volatility 6M:   103.60%
Volatility 1Y:   -
Volatility 3Y:   -