BNP Paribas Put 600 SLHN 20.06.2025
/ DE000PC1L6W5
BNP Paribas Put 600 SLHN 20.06.20.../ DE000PC1L6W5 /
12/09/2024 10:20:44 |
Chg.-0.030 |
Bid11:09:50 |
Ask11:09:50 |
Underlying |
Strike price |
Expiration date |
Option type |
0.210EUR |
-12.50% |
0.210 Bid Size: 100,000 |
0.220 Ask Size: 100,000 |
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: |
-30.89 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.09 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.19 |
Parity: |
-1.02 |
Time value: |
0.24 |
Break-even: |
615.32 |
Moneyness: |
0.86 |
Premium: |
0.17 |
Premium p.a.: |
0.23 |
Spread abs.: |
0.01 |
Spread %: |
4.35% |
Delta: |
-0.20 |
Theta: |
-0.08 |
Omega: |
-6.31 |
Rho: |
-1.35 |
Quote data
Open: |
0.210 |
High: |
0.210 |
Low: |
0.210 |
Previous Close: |
0.240 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-8.70% |
1 Month |
|
|
-41.67% |
3 Months |
|
|
-51.16% |
YTD |
|
|
-78.35% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.240 |
0.220 |
1M High / 1M Low: |
0.370 |
0.220 |
6M High / 6M Low: |
0.740 |
0.220 |
High (YTD): |
03/01/2024 |
1.000 |
Low (YTD): |
09/09/2024 |
0.220 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.228 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.269 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.436 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
91.32% |
Volatility 6M: |
|
118.50% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |