BNP Paribas Call 650 SLHN 19.12.2025
/ DE000PC38738
BNP Paribas Call 650 SLHN 19.12.2.../ DE000PC38738 /
| 27/06/2024 16:21:22 |
Chg.+0.030 |
Bid27/06/2024 |
Ask27/06/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.670EUR |
+4.69% |
0.670
Bid Size: 50,250 |
0.680
Ask Size: 50,250 |
SWISS LIFE HOLDING A... |
650.00 CHF |
19/12/2025 |
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: |
19/12/2025 |
| Issue date: |
31/01/2024 |
| Last trading day: |
18/12/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.20 |
| Parity: |
-0.01 |
| Time value: |
0.65 |
| Break-even: |
743.16 |
| Moneyness: |
1.00 |
| Premium: |
0.10 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
1.56% |
| Delta: |
0.65 |
| Theta: |
-0.08 |
| Omega: |
6.79 |
| Rho: |
5.57 |
Quote data
| Open: |
0.660 |
| High: |
0.670 |
| Low: |
0.650 |
| Previous Close: |
0.640 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.69% |
| 1 Month |
|
|
+34.00% |
| 3 Months |
|
|
+48.89% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.650 |
0.630 |
| 1M High / 1M Low: |
0.650 |
0.460 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.642 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.552 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
