BNP Paribas Call 700 SLHN 19.06.2026
/ DE000PG445F2
BNP Paribas Call 700 SLHN 19.06.2.../ DE000PG445F2 /
| 2024-11-18 4:21:02 PM |
Chg.0.000 |
Bid5:17:50 PM |
Ask5:17:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.710EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
SWISS LIFE HOLDING A... |
700.00 CHF |
2026-06-19 |
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: |
2026-06-19 |
| Issue date: |
2024-07-30 |
| Last trading day: |
2026-06-18 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.93 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.11 |
| Historic volatility: |
0.18 |
| Parity: |
0.15 |
| Time value: |
0.57 |
| Break-even: |
820.09 |
| Moneyness: |
1.02 |
| Premium: |
0.08 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
2.86% |
| Delta: |
0.71 |
| Theta: |
-0.07 |
| Omega: |
7.49 |
| Rho: |
7.40 |
Quote data
| Open: |
0.720 |
| High: |
0.730 |
| Low: |
0.700 |
| Previous Close: |
0.710 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.13% |
| 1 Month |
|
|
-8.97% |
| 3 Months |
|
|
+36.54% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.790 |
0.690 |
| 1M High / 1M Low: |
0.820 |
0.640 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.730 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.728 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.16% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
