BNP Paribas Call 600 SLHN 19.12.2025
/ DE000PC38720
BNP Paribas Call 600 SLHN 19.12.2.../ DE000PC38720 /
| 2024-09-24 10:16:12 AM |
Chg.+0.06 |
Bid5:20:00 PM |
Ask5:20:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.39EUR |
+4.51% |
-
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: |
5.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.47 |
| Intrinsic value: |
1.08 |
| Implied volatility: |
0.11 |
| Historic volatility: |
0.19 |
| Parity: |
1.08 |
| Time value: |
0.28 |
| Break-even: |
773.13 |
| Moneyness: |
1.17 |
| Premium: |
0.04 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
1.49% |
| Delta: |
0.96 |
| Theta: |
-0.06 |
| Omega: |
5.24 |
| Rho: |
7.12 |
Quote data
| Open: |
1.37 |
| High: |
1.39 |
| Low: |
1.37 |
| Previous Close: |
1.33 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.11% |
| 1 Month |
|
|
+28.70% |
| 3 Months |
|
|
+49.46% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.36 |
1.30 |
| 1M High / 1M Low: |
1.36 |
1.09 |
| 6M High / 6M Low: |
1.36 |
0.51 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.32 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.24 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.90 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
52.84% |
| Volatility 6M: |
|
81.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
