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: |
|
- |
