BNP Paribas Call 700 SLHN 20.06.2.../  DE000PC5CTZ0  /

Frankfurt Zert./BNP
29/07/2024  09:20:41 Chg.+0.030 Bid09:53:47 Ask09:53:47 Underlying Strike price Expiration date Option type
0.350EUR +9.38% 0.340
Bid Size: 64,250
0.350
Ask Size: 64,250
SWISS LIFE HOLDING A... 700.00 CHF 20/06/2025 Call
 

Master data

WKN: PC5CTZ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SWISS LIFE HOLDING AG N
Type: Warrant
Option type: Call
Strike price: 700.00 CHF
Maturity: 20/06/2025
Issue date: 20/02/2024
Last trading day: 19/06/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 20.99
Leverage: Yes

Calculated values

Fair value: 0.44
Intrinsic value: 0.00
Implied volatility: 0.15
Historic volatility: 0.19
Parity: -0.37
Time value: 0.33
Break-even: 762.68
Moneyness: 0.95
Premium: 0.10
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 3.13%
Delta: 0.47
Theta: -0.09
Omega: 9.93
Rho: 2.63
 

Quote data

Open: 0.350
High: 0.350
Low: 0.350
Previous Close: 0.320
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -5.41%
1 Month  
+9.38%
3 Months  
+150.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.300
1M High / 1M Low: 0.370 0.260
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.336
Avg. volume 1W:   0.000
Avg. price 1M:   0.329
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   133.96%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -