BNP Paribas Call 600 SLHN 20.06.2025
/ DE000PC1L6U9
BNP Paribas Call 600 SLHN 20.06.2.../ DE000PC1L6U9 /
| 21/06/2024 16:21:13 |
Chg.+0.020 |
Bid17:01:50 |
Ask17:01:50 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.900EUR |
+2.27% |
-
Bid Size: - |
-
Ask Size: - |
SWISS LIFE HOLDING A... |
600.00 CHF |
20/06/2025 |
Call |
Master data
| WKN: |
PC1L6U |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SWISS LIFE HOLDING AG N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
600.00 CHF |
| Maturity: |
20/06/2025 |
| Issue date: |
11/12/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.98 |
| Intrinsic value: |
0.54 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.20 |
| Parity: |
0.54 |
| Time value: |
0.37 |
| Break-even: |
718.48 |
| Moneyness: |
1.09 |
| Premium: |
0.05 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
1.11% |
| Delta: |
0.79 |
| Theta: |
-0.09 |
| Omega: |
5.90 |
| Rho: |
4.43 |
Quote data
| Open: |
0.920 |
| High: |
0.920 |
| Low: |
0.860 |
| Previous Close: |
0.880 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.29% |
| 1 Month |
|
|
+50.00% |
| 3 Months |
|
|
+32.35% |
| YTD |
|
|
+100.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.900 |
0.780 |
| 1M High / 1M Low: |
0.900 |
0.600 |
| 6M High / 6M Low: |
0.900 |
0.400 |
| High (YTD): |
21/06/2024 |
0.900 |
| Low (YTD): |
19/01/2024 |
0.400 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.854 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.736 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.614 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.23% |
| Volatility 6M: |
|
106.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
