BNP Paribas Call 650 SLHN 20.06.2025
/ DE000PC21YQ1
BNP Paribas Call 650 SLHN 20.06.2.../ DE000PC21YQ1 /
| 09/08/2024 16:21:00 |
Chg.+0.030 |
Bid16:45:02 |
Ask16:45:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
+6.25% |
-
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: |
12.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.19 |
| Parity: |
-0.13 |
| Time value: |
0.52 |
| Break-even: |
740.34 |
| Moneyness: |
0.98 |
| Premium: |
0.10 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
1.96% |
| Delta: |
0.56 |
| Theta: |
-0.11 |
| Omega: |
7.31 |
| Rho: |
2.82 |
Quote data
| Open: |
0.500 |
| High: |
0.530 |
| Low: |
0.500 |
| Previous Close: |
0.480 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-22.73% |
| 3 Months |
|
|
+24.39% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.410 |
| 1M High / 1M Low: |
0.680 |
0.410 |
| 6M High / 6M Low: |
0.680 |
0.260 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.460 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.593 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.453 |
| Avg. volume 6M: |
|
28.226 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.34% |
| Volatility 6M: |
|
126.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
