BNP Paribas Call 700 SLHN 20.09.2024
/ DE000PC6M9P7
BNP Paribas Call 700 SLHN 20.09.2.../ DE000PC6M9P7 /
29/07/2024 10:20:56 |
Chg.+0.013 |
Bid11:00:12 |
Ask11:00:12 |
Underlying |
Strike price |
Expiration date |
Option type |
0.084EUR |
+18.31% |
0.086 Bid Size: 100,000 |
0.096 Ask Size: 100,000 |
SWISS LIFE HOLDING A... |
700.00 CHF |
20/09/2024 |
Call |
Master data
WKN: |
PC6M9P |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
SWISS LIFE HOLDING AG N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
700.00 CHF |
Maturity: |
20/09/2024 |
Issue date: |
14/03/2024 |
Last trading day: |
19/09/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
82.48 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.08 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.19 |
Historic volatility: |
0.19 |
Parity: |
-0.37 |
Time value: |
0.08 |
Break-even: |
738.08 |
Moneyness: |
0.95 |
Premium: |
0.07 |
Premium p.a.: |
0.55 |
Spread abs.: |
0.01 |
Spread %: |
13.51% |
Delta: |
0.28 |
Theta: |
-0.18 |
Omega: |
22.78 |
Rho: |
0.27 |
Quote data
Open: |
0.090 |
High: |
0.090 |
Low: |
0.084 |
Previous Close: |
0.071 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-23.64% |
1 Month |
|
|
+5.00% |
3 Months |
|
|
+180.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.110 |
0.061 |
1M High / 1M Low: |
0.110 |
0.053 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.083 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.083 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
344.40% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |