BNP Paribas Call 700 SLHN 19.12.2025
/ DE000PC5CT09
BNP Paribas Call 700 SLHN 19.12.2.../ DE000PC5CT09 /
| 08/11/2024 16:21:19 |
Chg.-0.040 |
Bid16:57:53 |
Ask16:57:53 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.680EUR |
-5.56% |
-
Bid Size: - |
-
Ask Size: - |
SWISS LIFE HOLDING A... |
700.00 CHF |
19/12/2025 |
Call |
Master data
| WKN: |
PC5CT0 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SWISS LIFE HOLDING AG N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
700.00 CHF |
| Maturity: |
19/12/2025 |
| Issue date: |
20/02/2024 |
| Last trading day: |
18/12/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.84 |
| Intrinsic value: |
0.26 |
| Implied volatility: |
0.12 |
| Historic volatility: |
0.18 |
| Parity: |
0.26 |
| Time value: |
0.43 |
| Break-even: |
814.86 |
| Moneyness: |
1.03 |
| Premium: |
0.06 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
1.47% |
| Delta: |
0.72 |
| Theta: |
-0.08 |
| Omega: |
8.08 |
| Rho: |
5.42 |
Quote data
| Open: |
0.690 |
| High: |
0.690 |
| Low: |
0.670 |
| Previous Close: |
0.720 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.94% |
| 1 Month |
|
|
+19.30% |
| 3 Months |
|
|
+88.89% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.720 |
0.620 |
| 1M High / 1M Low: |
0.720 |
0.550 |
| 6M High / 6M Low: |
0.720 |
0.260 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.672 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.631 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.473 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.92% |
| Volatility 6M: |
|
94.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
