BNP Paribas Call 600 SLHN 20.09.2024
/ DE000PN8TST0
BNP Paribas Call 600 SLHN 20.09.2.../ DE000PN8TST0 /
14/08/2024 16:21:01 |
Chg.+0.090 |
Bid17:19:52 |
Ask17:19:52 |
Underlying |
Strike price |
Expiration date |
Option type |
0.690EUR |
+15.00% |
- 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: |
10.65 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.54 |
Intrinsic value: |
0.50 |
Implied volatility: |
0.37 |
Historic volatility: |
0.19 |
Parity: |
0.50 |
Time value: |
0.14 |
Break-even: |
695.11 |
Moneyness: |
1.08 |
Premium: |
0.02 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.02 |
Spread %: |
3.23% |
Delta: |
0.77 |
Theta: |
-0.38 |
Omega: |
8.20 |
Rho: |
0.47 |
Quote data
Open: |
0.690 |
High: |
0.690 |
Low: |
0.650 |
Previous Close: |
0.600 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+30.19% |
1 Month |
|
|
-16.87% |
3 Months |
|
|
+35.29% |
YTD |
|
|
+146.43% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.620 |
0.530 |
1M High / 1M Low: |
0.850 |
0.440 |
6M High / 6M Low: |
0.860 |
0.260 |
High (YTD): |
11/07/2024 |
0.860 |
Low (YTD): |
17/01/2024 |
0.230 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.576 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.698 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.545 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
168.50% |
Volatility 6M: |
|
172.06% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |