BNP Paribas Call 650 SLHN 19.12.2025
/ DE000PC38738
BNP Paribas Call 650 SLHN 19.12.2.../ DE000PC38738 /
| 2024-07-26 4:21:20 PM |
Chg.+0.030 |
Bid5:16:39 PM |
Ask5:16:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
+4.55% |
-
Bid Size: - |
-
Ask Size: - |
SWISS LIFE HOLDING A... |
650.00 CHF |
2025-12-19 |
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: |
2025-12-19 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2025-12-18 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.89 |
| Intrinsic value: |
0.16 |
| Implied volatility: |
0.13 |
| Historic volatility: |
0.19 |
| Parity: |
0.16 |
| Time value: |
0.55 |
| Break-even: |
748.56 |
| Moneyness: |
1.02 |
| Premium: |
0.08 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
1.43% |
| Delta: |
0.71 |
| Theta: |
-0.08 |
| Omega: |
6.94 |
| Rho: |
5.89 |
Quote data
| Open: |
0.660 |
| High: |
0.700 |
| Low: |
0.660 |
| Previous Close: |
0.660 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.21% |
| 1 Month |
|
|
+1.47% |
| 3 Months |
|
|
+81.58% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.660 |
| 1M High / 1M Low: |
0.760 |
0.610 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.714 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.703 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.05% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
