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BNP Paribas Call 650 SLHN 20.12.2.../  DE000PN8TSW4  /

Frankfurt Zert./BNP
2024-11-12  4:20:59 PM Chg.-0.130 Bid5:15:17 PM Ask5:15:17 PM Underlying Strike price Expiration date Option type
0.720EUR -15.29% -
Bid Size: -		 -
Ask Size: -		 SWISS LIFE HOLDING A... 650.00 CHF 2024-12-20 Call
 

Master data

WKN: PN8TSW
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SWISS LIFE HOLDING AG N
Type: Warrant
Option type: Call
Strike price: 650.00 CHF
Maturity: 2024-12-20
Issue date: 2023-09-26
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 8.87
Leverage: Yes

Calculated values

Fair value: 0.82
Intrinsic value: 0.79
Implied volatility: 0.32
Historic volatility: 0.18
Parity: 0.79
Time value: 0.08
Break-even: 779.62
Moneyness: 1.11
Premium: 0.01
Premium p.a.: 0.10
Spread abs.: 0.02
Spread %: 2.35%
Delta: 0.87
Theta: -0.27
Omega: 7.73
Rho: 0.61
 

Quote data

Open: 0.760
High: 0.770
Low: 0.720
Previous Close: 0.850
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -4.00%
1 Month     0.00%
3 Months  
+94.59%
YTD  
+300.00%
1 Year  
+554.55%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.900 0.750
1M High / 1M Low: 0.900 0.620
6M High / 6M Low: 0.900 0.230
High (YTD): 2024-11-07 0.900
Low (YTD): 2024-01-19 0.140
52W High: 2024-11-07 0.900
52W Low: 2023-12-05 0.120
Avg. price 1W:   0.840
Avg. volume 1W:   0.000
Avg. price 1M:   0.774
Avg. volume 1M:   0.000
Avg. price 6M:   0.523
Avg. volume 6M:   0.000
Avg. price 1Y:   0.377
Avg. volume 1Y:   0.000
Volatility 1M:   148.29%
Volatility 6M:   128.99%
Volatility 1Y:   146.22%
Volatility 3Y:   -