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

Frankfurt Zert./BNP
2024-10-14  12:21:04 PM Chg.+0.020 Bid12:40:26 PM Ask12:40:26 PM Underlying Strike price Expiration date Option type
1.330EUR +1.53% 1.320
Bid Size: 30,000		 1.340
Ask Size: 30,000		 SWISS LIFE HOLDING A... 600.00 CHF 2025-06-20 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: 2025-06-20
Issue date: 2023-12-11
Last trading day: 2025-06-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 5.61
Leverage: Yes

Calculated values

Fair value: 1.32
Intrinsic value: 1.12
Implied volatility: 0.21
Historic volatility: 0.18
Parity: 1.12
Time value: 0.22
Break-even: 774.05
Moneyness: 1.17
Premium: 0.03
Premium p.a.: 0.04
Spread abs.: 0.02
Spread %: 1.52%
Delta: 0.88
Theta: -0.10
Omega: 4.92
Rho: 3.58
 

Quote data

Open: 1.330
High: 1.330
Low: 1.320
Previous Close: 1.310
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+11.76%
1 Month  
+11.76%
3 Months  
+30.39%
YTD  
+195.56%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.310 1.190
1M High / 1M Low: 1.340 1.180
6M High / 6M Low: 1.340 0.460
High (YTD): 2024-09-26 1.340
Low (YTD): 2024-01-19 0.400
52W High: - -
52W Low: - -
Avg. price 1W:   1.246
Avg. volume 1W:   0.000
Avg. price 1M:   1.264
Avg. volume 1M:   0.000
Avg. price 6M:   0.907
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   54.83%
Volatility 6M:   85.17%
Volatility 1Y:   -
Volatility 3Y:   -