BNP Paribas Call 650 SLHN 20.06.2025
/ DE000PC21YQ1
BNP Paribas Call 650 SLHN 20.06.2.../ DE000PC21YQ1 /
| 7/29/2024 3:20:58 PM |
Chg.+0.020 |
Bid3:48:31 PM |
Ask3:48:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
+3.28% |
0.620
Bid Size: 45,500 |
0.630
Ask Size: 45,500 |
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: |
11.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.70 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.19 |
| Parity: |
0.15 |
| Time value: |
0.48 |
| Break-even: |
740.56 |
| Moneyness: |
1.02 |
| Premium: |
0.07 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
1.61% |
| Delta: |
0.66 |
| Theta: |
-0.10 |
| Omega: |
7.31 |
| Rho: |
3.55 |
Quote data
| Open: |
0.660 |
| High: |
0.660 |
| Low: |
0.630 |
| Previous Close: |
0.610 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.35% |
| 1 Month |
|
|
+5.00% |
| 3 Months |
|
|
+110.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.680 |
0.580 |
| 1M High / 1M Low: |
0.680 |
0.520 |
| 6M High / 6M Low: |
0.680 |
0.260 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.632 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.620 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.440 |
| Avg. volume 6M: |
|
28 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.58% |
| Volatility 6M: |
|
121.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
