BNP Paribas Call 600 SLHN 21.03.2025
/ DE000PC702V7
BNP Paribas Call 600 SLHN 21.03.2.../ DE000PC702V7 /
| 14/10/2024 16:21:09 |
Chg.+0.030 |
Bid17:13:20 |
Ask17:13:20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.300EUR |
+2.36% |
-
Bid Size: - |
-
Ask Size: - |
SWISS LIFE HOLDING A... |
600.00 CHF |
21/03/2025 |
Call |
Master data
| WKN: |
PC702V |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SWISS LIFE HOLDING AG N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
600.00 CHF |
| Maturity: |
21/03/2025 |
| Issue date: |
09/04/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.23 |
| Intrinsic value: |
1.12 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.18 |
| Parity: |
1.12 |
| Time value: |
0.18 |
| Break-even: |
770.05 |
| Moneyness: |
1.17 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
1.56% |
| Delta: |
0.87 |
| Theta: |
-0.13 |
| Omega: |
5.00 |
| Rho: |
2.25 |
Quote data
| Open: |
1.290 |
| High: |
1.300 |
| Low: |
1.280 |
| Previous Close: |
1.270 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.04% |
| 1 Month |
|
|
+13.04% |
| 3 Months |
|
|
+32.65% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.270 |
1.150 |
| 1M High / 1M Low: |
1.300 |
1.130 |
| 6M High / 6M Low: |
1.300 |
0.420 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.206 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.224 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.865 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
57.60% |
| Volatility 6M: |
|
91.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
