BNP Paribas Call 650 SLHN 19.12.2025
/ DE000PC38738
BNP Paribas Call 650 SLHN 19.12.2.../ DE000PC38738 /
04/09/2024 09:39:26 |
Chg.-0.010 |
Bid11:21:23 |
Ask11:21:23 |
Underlying |
Strike price |
Expiration date |
Option type |
0.890EUR |
-1.11% |
0.880 Bid Size: 39,250 |
0.890 Ask Size: 39,250 |
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: |
8.35 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.04 |
Intrinsic value: |
0.42 |
Implied volatility: |
0.13 |
Historic volatility: |
0.19 |
Parity: |
0.42 |
Time value: |
0.46 |
Break-even: |
780.16 |
Moneyness: |
1.06 |
Premium: |
0.06 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.01 |
Spread %: |
1.15% |
Delta: |
0.78 |
Theta: |
-0.08 |
Omega: |
6.54 |
Rho: |
6.29 |
Quote data
Open: |
0.890 |
High: |
0.890 |
Low: |
0.890 |
Previous Close: |
0.900 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+18.67% |
1 Month |
|
|
+45.90% |
3 Months |
|
|
+78.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.900 |
0.750 |
1M High / 1M Low: |
0.900 |
0.470 |
6M High / 6M Low: |
0.900 |
0.320 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.804 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.677 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.558 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
68.65% |
Volatility 6M: |
|
114.73% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |