BNP Paribas Call 700 SLHN 21.03.2025
/ DE000PC9RJ26
BNP Paribas Call 700 SLHN 21.03.2.../ DE000PC9RJ26 /
10/14/2024 4:21:13 PM |
Chg.+0.020 |
Bid4:37:24 PM |
Ask4:37:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.470EUR |
+4.44% |
- Bid Size: - |
- Ask Size: - |
SWISS LIFE HOLDING A... |
700.00 CHF |
3/21/2025 |
Call |
Master data
WKN: |
PC9RJ2 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
SWISS LIFE HOLDING AG N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
700.00 CHF |
Maturity: |
3/21/2025 |
Issue date: |
5/14/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
16.34 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.44 |
Intrinsic value: |
0.05 |
Implied volatility: |
0.19 |
Historic volatility: |
0.18 |
Parity: |
0.05 |
Time value: |
0.41 |
Break-even: |
792.73 |
Moneyness: |
1.01 |
Premium: |
0.05 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.01 |
Spread %: |
2.22% |
Delta: |
0.59 |
Theta: |
-0.15 |
Omega: |
9.63 |
Rho: |
1.72 |
Quote data
Open: |
0.460 |
High: |
0.470 |
Low: |
0.460 |
Previous Close: |
0.450 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+23.68% |
1 Month |
|
|
+20.51% |
3 Months |
|
|
+42.42% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.450 |
0.380 |
1M High / 1M Low: |
0.490 |
0.380 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.412 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.434 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
104.13% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |