BNP Paribas Call 700 SLHN 19.12.2025
/ DE000PC5CT09
BNP Paribas Call 700 SLHN 19.12.2.../ DE000PC5CT09 /
| 2024-09-24 1:21:10 PM |
Chg.+0.050 |
Bid1:50:18 PM |
Ask1:50:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
+8.20% |
0.640
Bid Size: 46,500 |
0.650
Ask Size: 46,500 |
SWISS LIFE HOLDING A... |
700.00 CHF |
2025-12-19 |
Call |
Master data
| WKN: |
PC5CT0 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SWISS LIFE HOLDING AG N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
700.00 CHF |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-02-20 |
| Last trading day: |
2025-12-18 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.78 |
| Intrinsic value: |
0.02 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.19 |
| Parity: |
0.02 |
| Time value: |
0.61 |
| Break-even: |
806.32 |
| Moneyness: |
1.00 |
| Premium: |
0.08 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
1.61% |
| Delta: |
0.64 |
| Theta: |
-0.09 |
| Omega: |
7.60 |
| Rho: |
5.14 |
Quote data
| Open: |
0.650 |
| High: |
0.660 |
| Low: |
0.650 |
| Previous Close: |
0.610 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.20% |
| 1 Month |
|
|
+43.48% |
| 3 Months |
|
|
+60.98% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.630 |
0.580 |
| 1M High / 1M Low: |
0.630 |
0.450 |
| 6M High / 6M Low: |
0.630 |
0.200 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.606 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.552 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.379 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
73.68% |
| Volatility 6M: |
|
98.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
