BNP Paribas Put 700 SLHN 19.12.2025
/ DE000PC38761
BNP Paribas Put 700 SLHN 19.12.20.../ DE000PC38761 /
| 11/8/2024 4:21:02 PM |
Chg.+0.040 |
Bid4:27:05 PM |
Ask4:27:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.640EUR |
+6.67% |
-
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: |
-12.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.18 |
| Parity: |
-0.26 |
| Time value: |
0.64 |
| Break-even: |
681.86 |
| Moneyness: |
0.97 |
| Premium: |
0.12 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
1.59% |
| Delta: |
-0.35 |
| Theta: |
-0.08 |
| Omega: |
-4.25 |
| Rho: |
-3.73 |
Quote data
| Open: |
0.600 |
| High: |
0.640 |
| Low: |
0.600 |
| Previous Close: |
0.600 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.48% |
| 1 Month |
|
|
-13.51% |
| 3 Months |
|
|
-42.34% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.690 |
0.600 |
| 1M High / 1M Low: |
0.760 |
0.600 |
| 6M High / 6M Low: |
1.290 |
0.600 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.646 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.676 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.932 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.13% |
| Volatility 6M: |
|
71.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
