BNP Paribas Call 650 SLHN 21.03.2025
/ DE000PC702U9
BNP Paribas Call 650 SLHN 21.03.2.../ DE000PC702U9 /
| 16/10/2024 16:21:11 |
Chg.+0.030 |
Bid17:15:53 |
Ask17:15:53 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.900EUR |
+3.45% |
-
Bid Size: - |
-
Ask Size: - |
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: |
8.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.84 |
| Intrinsic value: |
0.65 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.18 |
| Parity: |
0.65 |
| Time value: |
0.24 |
| Break-even: |
781.15 |
| Moneyness: |
1.09 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
2.30% |
| Delta: |
0.79 |
| Theta: |
-0.15 |
| Omega: |
6.68 |
| Rho: |
2.16 |
Quote data
| Open: |
0.840 |
| High: |
0.900 |
| Low: |
0.840 |
| Previous Close: |
0.870 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.42% |
| 1 Month |
|
|
+18.42% |
| 3 Months |
|
|
+55.17% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.760 |
| 1M High / 1M Low: |
0.870 |
0.710 |
| 6M High / 6M Low: |
0.870 |
0.220 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.818 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.795 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.531 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.77% |
| Volatility 6M: |
|
114.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
