BNP Paribas Call 600 SLHN 19.12.2025
/ DE000PC38720
BNP Paribas Call 600 SLHN 19.12.2.../ DE000PC38720 /
2024-06-21 4:21:04 PM |
Chg.+0.010 |
Bid5:01:50 PM |
Ask5:01:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.970EUR |
+1.04% |
- Bid Size: - |
- Ask Size: - |
SWISS LIFE HOLDING A... |
600.00 CHF |
2025-12-19 |
Call |
Master data
WKN: |
PC3872 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
SWISS LIFE HOLDING AG N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
600.00 CHF |
Maturity: |
2025-12-19 |
Issue date: |
2024-01-31 |
Last trading day: |
2025-12-18 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.96 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.15 |
Intrinsic value: |
0.54 |
Implied volatility: |
0.13 |
Historic volatility: |
0.20 |
Parity: |
0.54 |
Time value: |
0.44 |
Break-even: |
725.48 |
Moneyness: |
1.09 |
Premium: |
0.06 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.01 |
Spread %: |
1.03% |
Delta: |
0.82 |
Theta: |
-0.07 |
Omega: |
5.74 |
Rho: |
6.93 |
Quote data
Open: |
0.990 |
High: |
0.990 |
Low: |
0.930 |
Previous Close: |
0.960 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+19.75% |
1 Month |
|
|
+44.78% |
3 Months |
|
|
+27.63% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.970 |
0.850 |
1M High / 1M Low: |
0.970 |
0.670 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.926 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.808 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
66.66% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |