BNP Paribas Call 650 SLHN 19.12.2025
/ DE000PC38738
BNP Paribas Call 650 SLHN 19.12.2.../ DE000PC38738 /
10/18/2024 4:21:12 PM |
Chg.-0.010 |
Bid5:19:34 PM |
Ask5:19:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.040EUR |
-0.95% |
- Bid Size: - |
- Ask Size: - |
SWISS LIFE HOLDING A... |
650.00 CHF |
12/19/2025 |
Call |
Master data
WKN: |
PC3873 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
SWISS LIFE HOLDING AG N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
650.00 CHF |
Maturity: |
12/19/2025 |
Issue date: |
1/31/2024 |
Last trading day: |
12/18/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.23 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.20 |
Intrinsic value: |
0.74 |
Implied volatility: |
0.12 |
Historic volatility: |
0.18 |
Parity: |
0.74 |
Time value: |
0.32 |
Break-even: |
797.62 |
Moneyness: |
1.11 |
Premium: |
0.04 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.01 |
Spread %: |
0.95% |
Delta: |
0.87 |
Theta: |
-0.07 |
Omega: |
6.32 |
Rho: |
6.58 |
Quote data
Open: |
1.050 |
High: |
1.050 |
Low: |
1.020 |
Previous Close: |
1.050 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+9.47% |
1 Month |
|
|
+8.33% |
3 Months |
|
|
+50.72% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.050 |
0.970 |
1M High / 1M Low: |
1.050 |
0.840 |
6M High / 6M Low: |
1.050 |
0.340 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.014 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.940 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.677 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
46.87% |
Volatility 6M: |
|
85.03% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |