BNP Paribas Call 600 SLHN 20.09.2024
/ DE000PN8TST0
BNP Paribas Call 600 SLHN 20.09.2.../ DE000PN8TST0 /
2024-07-26 4:21:00 PM |
Chg.+0.050 |
Bid5:18:01 PM |
Ask5:18:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.760EUR |
+7.04% |
- Bid Size: - |
- Ask Size: - |
SWISS LIFE HOLDING A... |
600.00 CHF |
2024-09-20 |
Call |
Master data
WKN: |
PN8TST |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
SWISS LIFE HOLDING AG N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
600.00 CHF |
Maturity: |
2024-09-20 |
Issue date: |
2023-09-26 |
Last trading day: |
2024-09-19 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.78 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.73 |
Intrinsic value: |
0.68 |
Implied volatility: |
0.30 |
Historic volatility: |
0.19 |
Parity: |
0.68 |
Time value: |
0.11 |
Break-even: |
704.44 |
Moneyness: |
1.11 |
Premium: |
0.02 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.02 |
Spread %: |
2.60% |
Delta: |
0.84 |
Theta: |
-0.23 |
Omega: |
7.37 |
Rho: |
0.76 |
Quote data
Open: |
0.710 |
High: |
0.770 |
Low: |
0.710 |
Previous Close: |
0.710 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+7.04% |
3 Months |
|
|
+145.16% |
YTD |
|
|
+171.43% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.850 |
0.710 |
1M High / 1M Low: |
0.860 |
0.630 |
6M High / 6M Low: |
0.860 |
0.260 |
High (YTD): |
2024-07-11 |
0.860 |
Low (YTD): |
2024-01-17 |
0.230 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.786 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.767 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.527 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
111.18% |
Volatility 6M: |
|
165.93% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |