BNP Paribas Put 700 SLHN 19.12.2025
/ DE000PC38761
BNP Paribas Put 700 SLHN 19.12.20.../ DE000PC38761 /
| 7/12/2024 10:20:48 AM |
Chg.+0.040 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.900EUR |
+4.65% |
-
Bid Size: - |
-
Ask Size: - |
SWISS LIFE HOLDING A... |
700.00 CHF |
12/19/2025 |
Put |
Master data
| WKN: |
PC3876 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SWISS LIFE HOLDING AG N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
700.00 CHF |
| Maturity: |
12/19/2025 |
| Issue date: |
1/31/2024 |
| Last trading day: |
12/18/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.61 |
| Intrinsic value: |
0.30 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.19 |
| Parity: |
0.30 |
| Time value: |
0.59 |
| Break-even: |
629.47 |
| Moneyness: |
1.04 |
| Premium: |
0.09 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
1.14% |
| Delta: |
-0.42 |
| Theta: |
-0.05 |
| Omega: |
-3.27 |
| Rho: |
-5.46 |
Quote data
| Open: |
0.910 |
| High: |
0.910 |
| Low: |
0.900 |
| Previous Close: |
0.860 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.22% |
| 1 Month |
|
|
-23.08% |
| 3 Months |
|
|
-37.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.930 |
0.860 |
| 1M High / 1M Low: |
1.240 |
0.860 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.896 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.025 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
54.10% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
