BNP Paribas Call 650 SLHN 20.06.2025
/ DE000PC21YQ1
BNP Paribas Call 650 SLHN 20.06.2.../ DE000PC21YQ1 /
10/14/2024 2:20:52 PM |
Chg.+0.020 |
Bid2:56:38 PM |
Ask2:56:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.900EUR |
+2.27% |
0.910 Bid Size: 34,000 |
0.920 Ask Size: 34,000 |
SWISS LIFE HOLDING A... |
650.00 CHF |
6/20/2025 |
Call |
Master data
WKN: |
PC21YQ |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
SWISS LIFE HOLDING AG N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
650.00 CHF |
Maturity: |
6/20/2025 |
Issue date: |
1/5/2024 |
Last trading day: |
6/19/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.44 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.90 |
Intrinsic value: |
0.58 |
Implied volatility: |
0.18 |
Historic volatility: |
0.18 |
Parity: |
0.58 |
Time value: |
0.31 |
Break-even: |
782.39 |
Moneyness: |
1.08 |
Premium: |
0.04 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.01 |
Spread %: |
1.14% |
Delta: |
0.78 |
Theta: |
-0.11 |
Omega: |
6.56 |
Rho: |
3.38 |
Quote data
Open: |
0.890 |
High: |
0.900 |
Low: |
0.890 |
Previous Close: |
0.880 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+15.38% |
1 Month |
|
|
+15.38% |
3 Months |
|
|
+36.36% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.880 |
0.780 |
1M High / 1M Low: |
0.910 |
0.770 |
6M High / 6M Low: |
0.910 |
0.260 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.824 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.845 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.574 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
66.85% |
Volatility 6M: |
|
104.17% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |