BNP Paribas Call 700 SLHN 20.09.2024
/ DE000PC6M9P7
BNP Paribas Call 700 SLHN 20.09.2.../ DE000PC6M9P7 /
| 6/27/2024 10:06:53 AM |
Chg.+0.008 |
Bid1:15:18 PM |
Ask1:15:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.071EUR |
+12.70% |
0.067
Bid Size: 100,000 |
0.077
Ask Size: 100,000 |
SWISS LIFE HOLDING A... |
700.00 CHF |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
3/14/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
92.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.20 |
| Parity: |
-0.53 |
| Time value: |
0.07 |
| Break-even: |
737.63 |
| Moneyness: |
0.93 |
| Premium: |
0.09 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.01 |
| Spread %: |
15.87% |
| Delta: |
0.23 |
| Theta: |
-0.12 |
| Omega: |
21.14 |
| Rho: |
0.34 |
Quote data
| Open: |
0.071 |
| High: |
0.071 |
| Low: |
0.071 |
| Previous Close: |
0.063 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.41% |
| 1 Month |
|
|
+69.05% |
| 3 Months |
|
|
+39.22% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.068 |
0.059 |
| 1M High / 1M Low: |
0.069 |
0.033 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.065 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.049 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
230.80% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
