BNP Paribas Put 700 SLHN 20.06.2025
/ DE000PC5CT25
BNP Paribas Put 700 SLHN 20.06.20.../ DE000PC5CT25 /
| 9/3/2024 9:51:47 AM |
Chg.-0.070 |
Bid8:00:03 PM |
Ask8:00:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
-10.00% |
-
Bid Size: - |
-
Ask Size: - |
SWISS LIFE HOLDING A... |
700.00 CHF |
6/20/2025 |
Put |
Master data
| WKN: |
PC5CT2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SWISS LIFE HOLDING AG N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
700.00 CHF |
| Maturity: |
6/20/2025 |
| Issue date: |
2/20/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.19 |
| Parity: |
0.18 |
| Time value: |
0.53 |
| Break-even: |
671.28 |
| Moneyness: |
1.03 |
| Premium: |
0.07 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
1.43% |
| Delta: |
-0.44 |
| Theta: |
-0.09 |
| Omega: |
-4.53 |
| Rho: |
-3.12 |
Quote data
| Open: |
0.630 |
| High: |
0.630 |
| Low: |
0.630 |
| Previous Close: |
0.700 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.00% |
| 1 Month |
|
|
-33.68% |
| 3 Months |
|
|
-41.12% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.750 |
0.700 |
| 1M High / 1M Low: |
1.220 |
0.700 |
| 6M High / 6M Low: |
1.550 |
0.700 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.730 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.863 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.064 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
59.18% |
| Volatility 6M: |
|
95.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
