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

Frankfurt Zert./BNP
7/31/2024  9:20:40 AM Chg.+0.040 Bid11:32:27 AM Ask11:32:27 AM Underlying Strike price Expiration date Option type
0.850EUR +4.94% 0.810
Bid Size: 30,250		 0.830
Ask Size: 30,250		 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: 8.51
Leverage: Yes

Calculated values

Fair value: 0.74
Intrinsic value: 0.69
Implied volatility: 0.35
Historic volatility: 0.19
Parity: 0.69
Time value: 0.13
Break-even: 710.51
Moneyness: 1.11
Premium: 0.02
Premium p.a.: 0.14
Spread abs.: 0.02
Spread %: 2.50%
Delta: 0.82
Theta: -0.28
Omega: 6.96
Rho: 0.68
 

Quote data

Open: 0.850
High: 0.850
Low: 0.850
Previous Close: 0.810
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+7.59%
1 Month  
+18.06%
3 Months  
+165.63%
YTD  
+203.57%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.810 0.710
1M High / 1M Low: 0.860 0.630
6M High / 6M Low: 0.860 0.260
High (YTD): 7/11/2024 0.860
Low (YTD): 1/17/2024 0.230
52W High: - -
52W Low: - -
Avg. price 1W:   0.768
Avg. volume 1W:   0.000
Avg. price 1M:   0.774
Avg. volume 1M:   0.000
Avg. price 6M:   0.533
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   108.94%
Volatility 6M:   165.21%
Volatility 1Y:   -
Volatility 3Y:   -