BNP Paribas Call 600 SLHN 20.09.2024
/ DE000PN8TST0
BNP Paribas Call 600 SLHN 20.09.2.../ DE000PN8TST0 /
| 05/07/2024 10:01:01 |
Chg.+0.030 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.710EUR |
+4.41% |
-
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: |
9.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.56 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.20 |
| Parity: |
0.56 |
| Time value: |
0.15 |
| Break-even: |
688.95 |
| Moneyness: |
1.09 |
| Premium: |
0.02 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
2.90% |
| Delta: |
0.80 |
| Theta: |
-0.20 |
| Omega: |
7.56 |
| Rho: |
0.97 |
Quote data
| Open: |
0.710 |
| High: |
0.710 |
| Low: |
0.710 |
| Previous Close: |
0.680 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.43% |
| 1 Month |
|
|
+33.96% |
| 3 Months |
|
|
+129.03% |
| YTD |
|
|
+162.96% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.600 |
| 1M High / 1M Low: |
0.740 |
0.460 |
| 6M High / 6M Low: |
0.760 |
0.230 |
| High (YTD): |
13/03/2024 |
0.760 |
| Low (YTD): |
19/04/2024 |
0.230 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.682 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.608 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.466 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.31% |
| Volatility 6M: |
|
173.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
