BNP Paribas Put 500 SLHN 19.12.2025
/ DE000PC38746
BNP Paribas Put 500 SLHN 19.12.20.../ DE000PC38746 /
03/09/2024 16:21:20 |
Chg.-0.010 |
Bid17:15:09 |
Ask17:15:09 |
Underlying |
Strike price |
Expiration date |
Option type |
0.140EUR |
-6.67% |
- Bid Size: - |
- Ask Size: - |
SWISS LIFE HOLDING A... |
500.00 CHF |
19/12/2025 |
Put |
Master data
WKN: |
PC3874 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
SWISS LIFE HOLDING AG N |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
500.00 CHF |
Maturity: |
19/12/2025 |
Issue date: |
31/01/2024 |
Last trading day: |
18/12/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-45.25 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.19 |
Parity: |
-1.94 |
Time value: |
0.16 |
Break-even: |
514.20 |
Moneyness: |
0.73 |
Premium: |
0.29 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.01 |
Spread %: |
6.67% |
Delta: |
-0.11 |
Theta: |
-0.04 |
Omega: |
-5.11 |
Rho: |
-1.26 |
Quote data
Open: |
0.130 |
High: |
0.150 |
Low: |
0.130 |
Previous Close: |
0.150 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-12.50% |
1 Month |
|
|
-36.36% |
3 Months |
|
|
-44.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.160 |
0.150 |
1M High / 1M Low: |
0.270 |
0.150 |
6M High / 6M Low: |
0.380 |
0.150 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.152 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.182 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.246 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
80.67% |
Volatility 6M: |
|
102.68% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |