BNP Paribas Put 700 SLHN 20.06.2025
/ DE000PC5CT25
BNP Paribas Put 700 SLHN 20.06.20.../ DE000PC5CT25 /
| 2024-06-27 10:05:08 AM |
Chg.-0.020 |
Bid4:04:41 PM |
Ask4:04:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.880EUR |
-2.22% |
0.870
Bid Size: 43,250 |
0.880
Ask Size: 43,250 |
SWISS LIFE HOLDING A... |
700.00 CHF |
2025-06-20 |
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: |
2025-06-20 |
| Issue date: |
2024-02-20 |
| Last trading day: |
2025-06-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.70 |
| Intrinsic value: |
0.53 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.20 |
| Parity: |
0.53 |
| Time value: |
0.40 |
| Break-even: |
637.33 |
| Moneyness: |
1.08 |
| Premium: |
0.06 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
1.09% |
| Delta: |
-0.50 |
| Theta: |
-0.06 |
| Omega: |
-3.63 |
| Rho: |
-4.22 |
Quote data
| Open: |
0.880 |
| High: |
0.880 |
| Low: |
0.880 |
| Previous Close: |
0.900 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.30% |
| 1 Month |
|
|
-14.56% |
| 3 Months |
|
|
-33.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.930 |
0.890 |
| 1M High / 1M Low: |
1.130 |
0.890 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.910 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.028 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
64.74% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
