BNP Paribas Call 550 SLHN 20.06.2025
/ DE000PC1L6T1
BNP Paribas Call 550 SLHN 20.06.2.../ DE000PC1L6T1 /
2024-09-24 11:20:55 AM |
Chg.+0.060 |
Bid11:56:00 AM |
Ask11:56:00 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.820EUR |
+3.41% |
1.820 Bid Size: 28,250 |
1.840 Ask Size: 28,250 |
SWISS LIFE HOLDING A... |
550.00 CHF |
2025-06-20 |
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: |
2025-06-20 |
Issue date: |
2023-12-11 |
Last trading day: |
2025-06-19 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.16 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.78 |
Intrinsic value: |
1.61 |
Implied volatility: |
0.21 |
Historic volatility: |
0.19 |
Parity: |
1.61 |
Time value: |
0.18 |
Break-even: |
763.04 |
Moneyness: |
1.28 |
Premium: |
0.02 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.02 |
Spread %: |
1.13% |
Delta: |
0.95 |
Theta: |
-0.08 |
Omega: |
3.94 |
Rho: |
3.87 |
Quote data
Open: |
1.830 |
High: |
1.830 |
Low: |
1.820 |
Previous Close: |
1.760 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+4.00% |
1 Month |
|
|
+23.81% |
3 Months |
|
|
+40.00% |
YTD |
|
|
+156.34% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.790 |
1.700 |
1M High / 1M Low: |
1.790 |
1.470 |
6M High / 6M Low: |
1.790 |
0.750 |
High (YTD): |
2024-09-19 |
1.790 |
Low (YTD): |
2024-01-19 |
0.660 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.746 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.642 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.220 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
45.70% |
Volatility 6M: |
|
71.59% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |