BNP Paribas Call 650 SLHN 19.12.2025
/ DE000PC38738
BNP Paribas Call 650 SLHN 19.12.2.../ DE000PC38738 /
| 2024-11-12 4:21:17 PM |
Chg.-0.110 |
Bid5:00:08 PM |
Ask5:00:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.940EUR |
-10.48% |
-
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: |
7.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.19 |
| Intrinsic value: |
0.79 |
| Implied volatility: |
0.10 |
| Historic volatility: |
0.18 |
| Parity: |
0.79 |
| Time value: |
0.27 |
| Break-even: |
798.62 |
| Moneyness: |
1.11 |
| Premium: |
0.03 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
0.95% |
| Delta: |
0.91 |
| Theta: |
-0.07 |
| Omega: |
6.66 |
| Rho: |
6.60 |
Quote data
| Open: |
0.980 |
| High: |
0.980 |
| Low: |
0.940 |
| Previous Close: |
1.050 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.09% |
| 1 Month |
|
|
-1.05% |
| 3 Months |
|
|
+54.10% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.090 |
0.970 |
| 1M High / 1M Low: |
1.090 |
0.860 |
| 6M High / 6M Low: |
1.090 |
0.430 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.042 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.986 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.746 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.57% |
| Volatility 6M: |
|
81.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
