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

Frankfurt Zert./BNP
2024-06-27  4:21:06 PM Chg.+0.040 Bid5:11:16 PM Ask5:11:16 PM Underlying Strike price Expiration date Option type
0.440EUR +10.00% -
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: 16.12
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.20
Parity: -0.01
Time value: 0.42
Break-even: 720.16
Moneyness: 1.00
Premium: 0.06
Premium p.a.: 0.14
Spread abs.: 0.01
Spread %: 2.44%
Delta: 0.57
Theta: -0.14
Omega: 9.26
Rho: 1.67
 

Quote data

Open: 0.430
High: 0.440
Low: 0.420
Previous Close: 0.400
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+7.32%
1 Month  
+46.67%
3 Months  
+76.00%
YTD  
+144.44%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.420 0.400
1M High / 1M Low: 0.420 0.250
6M High / 6M Low: 0.460 0.140
High (YTD): 2024-03-13 0.460
Low (YTD): 2024-01-19 0.140
52W High: - -
52W Low: - -
Avg. price 1W:   0.410
Avg. volume 1W:   0.000
Avg. price 1M:   0.332
Avg. volume 1M:   0.000
Avg. price 6M:   0.264
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   114.54%
Volatility 6M:   164.92%
Volatility 1Y:   -
Volatility 3Y:   -