BNP Paribas Put 700 SLHN 19.12.2025
/ DE000PC38761
BNP Paribas Put 700 SLHN 19.12.20.../ DE000PC38761 /
03/09/2024 16:21:02 |
Chg.-0.050 |
Bid17:18:00 |
Ask17:18:00 |
Underlying |
Strike price |
Expiration date |
Option type |
0.820EUR |
-5.75% |
- Bid Size: - |
- Ask Size: - |
SWISS LIFE HOLDING A... |
700.00 CHF |
19/12/2025 |
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: |
19/12/2025 |
Issue date: |
31/01/2024 |
Last trading day: |
18/12/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-8.23 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.55 |
Intrinsic value: |
0.18 |
Implied volatility: |
0.30 |
Historic volatility: |
0.19 |
Parity: |
0.18 |
Time value: |
0.70 |
Break-even: |
654.28 |
Moneyness: |
1.03 |
Premium: |
0.10 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.01 |
Spread %: |
1.15% |
Delta: |
-0.41 |
Theta: |
-0.06 |
Omega: |
-3.36 |
Rho: |
-4.96 |
Quote data
Open: |
0.800 |
High: |
0.880 |
Low: |
0.800 |
Previous Close: |
0.870 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-10.87% |
1 Month |
|
|
-26.13% |
3 Months |
|
|
-32.23% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.920 |
0.870 |
1M High / 1M Low: |
1.290 |
0.870 |
6M High / 6M Low: |
1.590 |
0.870 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.888 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.000 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.182 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
48.65% |
Volatility 6M: |
|
70.60% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |