BNP Paribas Call 700 SLHN 20.12.2024
/ DE000PC5CTY3
BNP Paribas Call 700 SLHN 20.12.2.../ DE000PC5CTY3 /
| 11/8/2024 4:21:00 PM |
Chg.-0.060 |
Bid5:19:24 PM |
Ask5:19:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
-13.64% |
-
Bid Size: - |
-
Ask Size: - |
SWISS LIFE HOLDING A... |
700.00 CHF |
12/20/2024 |
Call |
Master data
| WKN: |
PC5CTY |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SWISS LIFE HOLDING AG N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
700.00 CHF |
| Maturity: |
12/20/2024 |
| Issue date: |
2/20/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.26 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.18 |
| Parity: |
0.26 |
| Time value: |
0.13 |
| Break-even: |
784.86 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.01 |
| Spread %: |
2.63% |
| Delta: |
0.71 |
| Theta: |
-0.28 |
| Omega: |
13.97 |
| Rho: |
0.57 |
Quote data
| Open: |
0.410 |
| High: |
0.410 |
| Low: |
0.370 |
| Previous Close: |
0.440 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.76% |
| 1 Month |
|
|
+26.67% |
| 3 Months |
|
|
+171.43% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.320 |
| 1M High / 1M Low: |
0.440 |
0.240 |
| 6M High / 6M Low: |
0.440 |
0.088 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.376 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.342 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.226 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
253.05% |
| Volatility 6M: |
|
190.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
