BNP Paribas Call 600 SLHN 20.06.2025
/ DE000PC1L6U9
BNP Paribas Call 600 SLHN 20.06.2.../ DE000PC1L6U9 /
| 10/7/2024 9:13:30 AM |
Chg.+0.02 |
Bid12:39:51 PM |
Ask12:39:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.22EUR |
+1.67% |
1.21
Bid Size: 31,250 |
1.23
Ask Size: 31,250 |
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: |
1.21 |
| Intrinsic value: |
0.99 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.19 |
| Parity: |
0.99 |
| Time value: |
0.23 |
| Break-even: |
758.96 |
| Moneyness: |
1.16 |
| Premium: |
0.03 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
1.67% |
| Delta: |
0.87 |
| Theta: |
-0.10 |
| Omega: |
5.25 |
| Rho: |
3.64 |
Quote data
| Open: |
1.22 |
| High: |
1.22 |
| Low: |
1.22 |
| Previous Close: |
1.20 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.87% |
| 1 Month |
|
|
+7.02% |
| 3 Months |
|
|
+34.07% |
| YTD |
|
|
+177.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.31 |
1.18 |
| 1M High / 1M Low: |
1.37 |
1.18 |
| 6M High / 6M Low: |
1.37 |
0.42 |
| High (YTD): |
9/26/2024 |
1.37 |
| Low (YTD): |
1/17/2024 |
0.38 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.24 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.26 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.88 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
57.87% |
| Volatility 6M: |
|
102.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
