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BNP Paribas Call 600 SWSDF 21.06..../  DE000PC09E63  /

Frankfurt Zert./BNP
2024-05-10  4:21:03 PM Chg.+0.100 Bid5:07:16 PM Ask5:07:16 PM Underlying Strike price Expiration date Option type
0.500EUR +25.00% -
Bid Size: -		 -
Ask Size: -		 Swiss Life Holding 600.00 - 2024-06-21 Call
 

Master data

WKN: PC09E6
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Swiss Life Holding
Type: Warrant
Option type: Call
Strike price: 600.00 -
Maturity: 2024-06-21
Issue date: 2023-04-18
Last trading day: 2024-05-13
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 12.38
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.31
Implied volatility: 0.45
Historic volatility: 0.20
Parity: 0.31
Time value: 0.20
Break-even: 651.00
Moneyness: 1.05
Premium: 0.03
Premium p.a.: 0.45
Spread abs.: 0.02
Spread %: 4.08%
Delta: 0.69
Theta: -0.52
Omega: 8.49
Rho: 0.31
 

Quote data

Open: 0.470
High: 0.520
Low: 0.470
Previous Close: 0.400
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+56.25%
3 Months
  -20.63%
YTD  
+127.27%
1 Year  
+108.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.500 0.190
6M High / 6M Low: 0.730 0.130
High (YTD): 2024-03-13 0.730
Low (YTD): 2024-04-25 0.190
52W High: 2024-03-13 0.730
52W Low: 2023-07-10 0.110
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.308
Avg. volume 1M:   0.000
Avg. price 6M:   0.337
Avg. volume 6M:   0.000
Avg. price 1Y:   0.272
Avg. volume 1Y:   0.000
Volatility 1M:   356.12%
Volatility 6M:   212.64%
Volatility 1Y:   190.69%
Volatility 3Y:   -