BNP Paribas Call 650 SLHN 19.12.2025
/ DE000PC38738
BNP Paribas Call 650 SLHN 19.12.2.../ DE000PC38738 /
9/3/2024 4:21:20 PM |
Chg.+0.060 |
Bid5:16:27 PM |
Ask5:16:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.860EUR |
+7.50% |
- 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: |
8.83 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.98 |
Intrinsic value: |
0.35 |
Implied volatility: |
0.13 |
Historic volatility: |
0.19 |
Parity: |
0.35 |
Time value: |
0.47 |
Break-even: |
771.26 |
Moneyness: |
1.05 |
Premium: |
0.07 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.01 |
Spread %: |
1.23% |
Delta: |
0.76 |
Theta: |
-0.08 |
Omega: |
6.74 |
Rho: |
6.09 |
Quote data
Open: |
0.890 |
High: |
0.890 |
Low: |
0.790 |
Previous Close: |
0.800 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+17.81% |
1 Month |
|
|
+48.28% |
3 Months |
|
|
+72.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.800 |
0.730 |
1M High / 1M Low: |
0.800 |
0.490 |
6M High / 6M Low: |
0.800 |
0.340 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.774 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.671 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.558 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
62.72% |
Volatility 6M: |
|
104.87% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |