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BNP Paribas Call 600 SLHN 20.09.2.../  DE000PN8TST0  /

Frankfurt Zert./BNP
7/16/2024  1:20:50 PM Chg.-0.030 Bid1:25:26 PM Ask1:25:26 PM Underlying Strike price Expiration date Option type
0.780EUR -3.70% 0.780
Bid Size: 31,500		 0.800
Ask Size: 31,500		 SWISS LIFE HOLDING A... 600.00 CHF 9/20/2024 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: 9/20/2024
Issue date: 9/26/2023
Last trading day: 9/19/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 8.26
Leverage: Yes

Calculated values

Fair value: 0.76
Intrinsic value: 0.70
Implied volatility: 0.31
Historic volatility: 0.19
Parity: 0.70
Time value: 0.13
Break-even: 698.62
Moneyness: 1.11
Premium: 0.02
Premium p.a.: 0.11
Spread abs.: 0.02
Spread %: 2.47%
Delta: 0.83
Theta: -0.22
Omega: 6.82
Rho: 0.87
 

Quote data

Open: 0.760
High: 0.800
Low: 0.760
Previous Close: 0.810
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -1.27%
1 Month  
+59.18%
3 Months  
+160.00%
YTD  
+178.57%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.860 0.790
1M High / 1M Low: 0.860 0.540
6M High / 6M Low: 0.860 0.230
High (YTD): 7/11/2024 0.860
Low (YTD): 1/17/2024 0.230
52W High: - -
52W Low: - -
Avg. price 1W:   0.824
Avg. volume 1W:   0.000
Avg. price 1M:   0.708
Avg. volume 1M:   0.000
Avg. price 6M:   0.492
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   106.03%
Volatility 6M:   170.66%
Volatility 1Y:   -
Volatility 3Y:   -