BNP Paribas Put 600 SLHN 20.06.2025
/ DE000PC1L6W5
BNP Paribas Put 600 SLHN 20.06.20.../ DE000PC1L6W5 /
| 18/11/2024 16:21:02 |
Chg.-0.010 |
Bid18/11/2024 |
Ask18/11/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.120EUR |
-7.69% |
-
Bid Size: - |
-
Ask Size: - |
SWISS LIFE HOLDING A... |
600.00 CHF |
20/06/2025 |
Put |
Master data
| WKN: |
PC1L6W |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SWISS LIFE HOLDING AG N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
600.00 CHF |
| Maturity: |
20/06/2025 |
| Issue date: |
11/12/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-54.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.18 |
| Parity: |
-1.21 |
| Time value: |
0.14 |
| Break-even: |
627.22 |
| Moneyness: |
0.84 |
| Premium: |
0.18 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.01 |
| Spread %: |
7.69% |
| Delta: |
-0.15 |
| Theta: |
-0.08 |
| Omega: |
-8.35 |
| Rho: |
-0.77 |
Quote data
| Open: |
0.120 |
| High: |
0.130 |
| Low: |
0.120 |
| Previous Close: |
0.130 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.69% |
| 1 Month |
|
|
-14.29% |
| 3 Months |
|
|
-58.62% |
| YTD |
|
|
-87.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.140 |
0.130 |
| 1M High / 1M Low: |
0.180 |
0.120 |
| 6M High / 6M Low: |
0.500 |
0.120 |
| High (YTD): |
03/01/2024 |
1.000 |
| Low (YTD): |
07/11/2024 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.132 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.145 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.279 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.68% |
| Volatility 6M: |
|
122.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
