BNP Paribas Call 650 SLHN 20.09.2024
/ DE000PC5CTW7
BNP Paribas Call 650 SLHN 20.09.2.../ DE000PC5CTW7 /
| 7/29/2024 10:21:08 AM |
Chg.+0.060 |
Bid4:37:54 PM |
Ask4:37:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
+19.35% |
0.330
Bid Size: 42,250 |
0.340
Ask Size: 42,250 |
SWISS LIFE HOLDING A... |
650.00 CHF |
9/20/2024 |
Call |
Master data
| WKN: |
PC5CTW |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SWISS LIFE HOLDING AG N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
650.00 CHF |
| Maturity: |
9/20/2024 |
| Issue date: |
2/20/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.19 |
| Parity: |
0.15 |
| Time value: |
0.20 |
| Break-even: |
712.56 |
| Moneyness: |
1.02 |
| Premium: |
0.03 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.01 |
| Spread %: |
2.94% |
| Delta: |
0.64 |
| Theta: |
-0.26 |
| Omega: |
12.61 |
| Rho: |
0.59 |
Quote data
| Open: |
0.380 |
| High: |
0.380 |
| Low: |
0.370 |
| Previous Close: |
0.310 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.71% |
| 1 Month |
|
|
+23.33% |
| 3 Months |
|
|
+236.36% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.280 |
| 1M High / 1M Low: |
0.430 |
0.230 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.336 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.341 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
208.49% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
