BNP Paribas Put 600 SLHN 19.12.2025
/ DE000PC38753
BNP Paribas Put 600 SLHN 19.12.20.../ DE000PC38753 /
30/08/2024 09:50:31 |
Chg.-0.020 |
Bid22:00:28 |
Ask22:00:28 |
Underlying |
Strike price |
Expiration date |
Option type |
0.380EUR |
-5.00% |
- Bid Size: - |
- Ask Size: - |
SWISS LIFE HOLDING A... |
600.00 CHF |
19/12/2025 |
Put |
Master data
WKN: |
PC3875 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
SWISS LIFE HOLDING AG N |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
600.00 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: |
-18.11 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.18 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.19 |
Parity: |
-0.86 |
Time value: |
0.40 |
Break-even: |
598.77 |
Moneyness: |
0.88 |
Premium: |
0.17 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.01 |
Spread %: |
2.56% |
Delta: |
-0.24 |
Theta: |
-0.06 |
Omega: |
-4.41 |
Rho: |
-2.81 |
Quote data
Open: |
0.380 |
High: |
0.380 |
Low: |
0.380 |
Previous Close: |
0.400 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-7.32% |
1 Month |
|
|
-7.32% |
3 Months |
|
|
-36.67% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.410 |
0.380 |
1M High / 1M Low: |
0.660 |
0.380 |
6M High / 6M Low: |
0.880 |
0.370 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.398 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.468 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.586 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
131.17% |
Volatility 6M: |
|
97.40% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |