BNP Paribas Call 600 SLHN 20.12.2024
/ DE000PN7C8R3
BNP Paribas Call 600 SLHN 20.12.2.../ DE000PN7C8R3 /
| 2024-07-26 4:21:02 PM |
Chg.+0.040 |
Bid5:18:16 PM |
Ask5:18:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
+4.94% |
-
Bid Size: - |
-
Ask Size: - |
SWISS LIFE HOLDING A... |
600.00 CHF |
2024-12-20 |
Call |
Master data
| WKN: |
PN7C8R |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SWISS LIFE HOLDING AG N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
600.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-16 |
| Last trading day: |
2024-12-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.84 |
| Intrinsic value: |
0.68 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.19 |
| Parity: |
0.68 |
| Time value: |
0.20 |
| Break-even: |
713.44 |
| Moneyness: |
1.11 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
2.33% |
| Delta: |
0.82 |
| Theta: |
-0.14 |
| Omega: |
6.43 |
| Rho: |
1.91 |
Quote data
| Open: |
0.810 |
| High: |
0.860 |
| Low: |
0.810 |
| Previous Close: |
0.810 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+3.66% |
| 3 Months |
|
|
+117.95% |
| YTD |
|
|
+150.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.940 |
0.810 |
| 1M High / 1M Low: |
0.940 |
0.740 |
| 6M High / 6M Low: |
0.940 |
0.350 |
| High (YTD): |
2024-07-22 |
0.940 |
| Low (YTD): |
2024-01-19 |
0.300 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.878 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.861 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.605 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.51% |
| Volatility 6M: |
|
126.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
