BNP Paribas Call 600 SLHN 20.09.2024
/ DE000PN8TST0
BNP Paribas Call 600 SLHN 20.09.2.../ DE000PN8TST0 /
| 18/09/2024 16:21:04 |
Chg.-0.060 |
Bid17:14:28 |
Ask17:14:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.050EUR |
-5.41% |
-
Bid Size: - |
-
Ask Size: - |
SWISS LIFE HOLDING A... |
600.00 CHF |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
26/09/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.07 |
| Intrinsic value: |
1.07 |
| Implied volatility: |
2.02 |
| Historic volatility: |
0.19 |
| Parity: |
1.07 |
| Time value: |
0.08 |
| Break-even: |
752.27 |
| Moneyness: |
1.17 |
| Premium: |
0.01 |
| Premium p.a.: |
6.16 |
| Spread abs.: |
0.04 |
| Spread %: |
3.60% |
| Delta: |
0.87 |
| Theta: |
-6.02 |
| Omega: |
5.61 |
| Rho: |
0.03 |
Quote data
| Open: |
1.120 |
| High: |
1.120 |
| Low: |
1.050 |
| Previous Close: |
1.110 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.06% |
| 1 Month |
|
|
+38.16% |
| 3 Months |
|
|
+72.13% |
| YTD |
|
|
+275.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.110 |
0.990 |
| 1M High / 1M Low: |
1.110 |
0.760 |
| 6M High / 6M Low: |
1.110 |
0.260 |
| High (YTD): |
17/09/2024 |
1.110 |
| Low (YTD): |
17/01/2024 |
0.230 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.038 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.930 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.606 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.32% |
| Volatility 6M: |
|
157.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
