BNP Paribas Call 650 SLHN 20.06.2025
/ DE000PC21YQ1
BNP Paribas Call 650 SLHN 20.06.2.../ DE000PC21YQ1 /
| 08/11/2024 16:21:00 |
Chg.-0.070 |
Bid17:19:42 |
Ask17:19:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.960EUR |
-6.80% |
-
Bid Size: - |
-
Ask Size: - |
SWISS LIFE HOLDING A... |
650.00 CHF |
20/06/2025 |
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: |
20/06/2025 |
| Issue date: |
05/01/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.01 |
| Intrinsic value: |
0.79 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.18 |
| Parity: |
0.79 |
| Time value: |
0.20 |
| Break-even: |
791.58 |
| Moneyness: |
1.11 |
| Premium: |
0.03 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
2.06% |
| Delta: |
0.86 |
| Theta: |
-0.10 |
| Omega: |
6.70 |
| Rho: |
3.45 |
Quote data
| Open: |
0.990 |
| High: |
0.990 |
| Low: |
0.960 |
| Previous Close: |
1.030 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.49% |
| 1 Month |
|
|
+17.07% |
| 3 Months |
|
|
+88.24% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.030 |
0.890 |
| 1M High / 1M Low: |
1.030 |
0.790 |
| 6M High / 6M Low: |
1.030 |
0.350 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.956 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.907 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.663 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.19% |
| Volatility 6M: |
|
95.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
