BNP Paribas Call 600 SLHN 21.03.2025
/ DE000PC702V7
BNP Paribas Call 600 SLHN 21.03.2.../ DE000PC702V7 /
07/10/2024 10:20:51 |
Chg.-0.040 |
Bid11:13:08 |
Ask11:13:08 |
Underlying |
Strike price |
Expiration date |
Option type |
1.140EUR |
-3.39% |
1.140 Bid Size: 30,750 |
1.160 Ask Size: 30,750 |
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: |
6.24 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.13 |
Intrinsic value: |
0.99 |
Implied volatility: |
0.24 |
Historic volatility: |
0.19 |
Parity: |
0.99 |
Time value: |
0.19 |
Break-even: |
754.96 |
Moneyness: |
1.16 |
Premium: |
0.03 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.02 |
Spread %: |
1.72% |
Delta: |
0.86 |
Theta: |
-0.13 |
Omega: |
5.35 |
Rho: |
2.32 |
Quote data
Open: |
1.180 |
High: |
1.180 |
Low: |
1.140 |
Previous Close: |
1.180 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-8.06% |
1 Month |
|
|
-4.20% |
3 Months |
|
|
+32.56% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.240 |
1.130 |
1M High / 1M Low: |
1.300 |
1.130 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.178 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.214 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
58.42% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |