BNP Paribas Call 550 SLHN 20.06.2025
/ DE000PC1L6T1
BNP Paribas Call 550 SLHN 20.06.2.../ DE000PC1L6T1 /
6/21/2024 4:21:01 PM |
Chg.+0.010 |
Bid5:10:44 PM |
Ask5:10:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.300EUR |
+0.78% |
- Bid Size: - |
- Ask Size: - |
SWISS LIFE HOLDING A... |
550.00 CHF |
6/20/2025 |
Call |
Master data
WKN: |
PC1L6T |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
SWISS LIFE HOLDING AG N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
550.00 CHF |
Maturity: |
6/20/2025 |
Issue date: |
12/11/2023 |
Last trading day: |
6/19/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.12 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.36 |
Intrinsic value: |
1.06 |
Implied volatility: |
0.18 |
Historic volatility: |
0.20 |
Parity: |
1.06 |
Time value: |
0.27 |
Break-even: |
708.19 |
Moneyness: |
1.19 |
Premium: |
0.04 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.02 |
Spread %: |
1.53% |
Delta: |
0.90 |
Theta: |
-0.08 |
Omega: |
4.59 |
Rho: |
4.75 |
Quote data
Open: |
1.330 |
High: |
1.330 |
Low: |
1.260 |
Previous Close: |
1.290 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+17.12% |
1 Month |
|
|
+38.30% |
3 Months |
|
|
+25.00% |
YTD |
|
|
+83.10% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.300 |
1.160 |
1M High / 1M Low: |
1.300 |
0.940 |
6M High / 6M Low: |
1.300 |
0.660 |
High (YTD): |
6/21/2024 |
1.300 |
Low (YTD): |
1/19/2024 |
0.660 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.252 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.105 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.949 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
59.61% |
Volatility 6M: |
|
88.32% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |