BNP Paribas Put 500 SLHN 19.12.2025
/ DE000PC38746
BNP Paribas Put 500 SLHN 19.12.20.../ DE000PC38746 /
| 09/08/2024 16:21:19 |
Chg.-0.020 |
Bid09/08/2024 |
Ask09/08/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
-8.70% |
-
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: |
-27.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.19 |
| Parity: |
-1.42 |
| Time value: |
0.24 |
| Break-even: |
504.36 |
| Moneyness: |
0.79 |
| Premium: |
0.25 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
4.35% |
| Delta: |
-0.16 |
| Theta: |
-0.05 |
| Omega: |
-4.52 |
| Rho: |
-1.80 |
Quote data
| Open: |
0.220 |
| High: |
0.220 |
| Low: |
0.210 |
| Previous Close: |
0.230 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.55% |
| 1 Month |
|
|
+31.25% |
| 3 Months |
|
|
-19.23% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.210 |
| 1M High / 1M Low: |
0.270 |
0.160 |
| 6M High / 6M Low: |
0.390 |
0.160 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.238 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.183 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.268 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
172.52% |
| Volatility 6M: |
|
102.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
