OverviewChartNewsTraderScreen

BNP Paribas Call 550 SWSDF 21.06..../  DE000PC09E55  /

Frankfurt Zert./BNP
2024-05-10  4:21:03 PM Chg.+0.100 Bid5:11:25 PM Ask5:11:25 PM Underlying Strike price Expiration date Option type
1.010EUR +10.99% -
Bid Size: -		 -
Ask Size: -		 Swiss Life Holding 550.00 - 2024-06-21 Call
 

Master data

WKN: PC09E5
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Swiss Life Holding
Type: Warrant
Option type: Call
Strike price: 550.00 -
Maturity: 2024-06-21
Issue date: 2023-04-18
Last trading day: 2024-05-13
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 6.20
Leverage: Yes

Calculated values

Fair value: 0.84
Intrinsic value: 0.83
Implied volatility: 0.76
Historic volatility: 0.20
Parity: 0.83
Time value: 0.19
Break-even: 652.00
Moneyness: 1.15
Premium: 0.03
Premium p.a.: 0.50
Spread abs.: 0.02
Spread %: 2.00%
Delta: 0.79
Theta: -0.75
Omega: 4.88
Rho: 0.29
 

Quote data

Open: 0.980
High: 1.030
Low: 0.980
Previous Close: 0.910
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+65.57%
3 Months
  -8.18%
YTD  
+83.64%
1 Year  
+152.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 1.010 0.610
6M High / 6M Low: 1.230 0.370
High (YTD): 2024-03-13 1.230
Low (YTD): 2024-01-19 0.510
52W High: 2024-03-13 1.230
52W Low: 2023-07-06 0.260
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.791
Avg. volume 1M:   0.000
Avg. price 6M:   0.742
Avg. volume 6M:   0.000
Avg. price 1Y:   0.586
Avg. volume 1Y:   0.000
Volatility 1M:   129.80%
Volatility 6M:   122.66%
Volatility 1Y:   126.22%
Volatility 3Y:   -