BNP Paribas Call 650 SLHN 21.03.2025
/ DE000PC702U9
BNP Paribas Call 650 SLHN 21.03.2.../ DE000PC702U9 /
07/08/2024 15:21:13 |
Chg.+0.050 |
Bid16:11:39 |
Ask16:11:39 |
Underlying |
Strike price |
Expiration date |
Option type |
0.410EUR |
+13.89% |
0.410 Bid Size: 57,500 |
0.420 Ask Size: 57,500 |
SWISS LIFE HOLDING A... |
650.00 CHF |
21/03/2025 |
Call |
Master data
WKN: |
PC702U |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
SWISS LIFE HOLDING AG N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
650.00 CHF |
Maturity: |
21/03/2025 |
Issue date: |
09/04/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
17.85 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.30 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.23 |
Historic volatility: |
0.19 |
Parity: |
-0.38 |
Time value: |
0.37 |
Break-even: |
735.38 |
Moneyness: |
0.95 |
Premium: |
0.11 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.01 |
Spread %: |
2.78% |
Delta: |
0.46 |
Theta: |
-0.13 |
Omega: |
8.21 |
Rho: |
1.65 |
Quote data
Open: |
0.390 |
High: |
0.410 |
Low: |
0.380 |
Previous Close: |
0.360 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-32.79% |
1 Month |
|
|
-19.61% |
3 Months |
|
|
+32.26% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.610 |
0.360 |
1M High / 1M Low: |
0.630 |
0.360 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.448 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.560 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
130.71% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |