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: |
|
- |
