BNP Paribas Call 700 SLHN 19.06.2026
/ DE000PG445F2
BNP Paribas Call 700 SLHN 19.06.2.../ DE000PG445F2 /
9/12/2024 2:20:54 PM |
Chg.+0.030 |
Bid2:36:03 PM |
Ask2:36:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.680EUR |
+4.62% |
0.670 Bid Size: 51,750 |
0.690 Ask Size: 51,750 |
SWISS LIFE HOLDING A... |
700.00 CHF |
6/19/2026 |
Call |
Master data
WKN: |
PG445F |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
SWISS LIFE HOLDING AG N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
700.00 CHF |
Maturity: |
6/19/2026 |
Issue date: |
7/30/2024 |
Last trading day: |
6/18/2026 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
10.90 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.94 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.12 |
Historic volatility: |
0.19 |
Parity: |
-0.04 |
Time value: |
0.68 |
Break-even: |
813.88 |
Moneyness: |
0.99 |
Premium: |
0.10 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.02 |
Spread %: |
3.03% |
Delta: |
0.67 |
Theta: |
-0.07 |
Omega: |
7.28 |
Rho: |
7.54 |
Quote data
Open: |
0.700 |
High: |
0.700 |
Low: |
0.680 |
Previous Close: |
0.650 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+1.49% |
1 Month |
|
|
+38.78% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.690 |
0.650 |
1M High / 1M Low: |
0.690 |
0.480 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.668 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.581 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
58.82% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |