BNP Paribas Put 600 SLHN 19.12.2025
/ DE000PC38753
BNP Paribas Put 600 SLHN 19.12.20.../ DE000PC38753 /
| 2024-09-24 4:21:12 PM |
Chg.-0.020 |
Bid4:44:22 PM |
Ask4:44:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
-6.25% |
0.310
Bid Size: 100,000 |
0.320
Ask Size: 100,000 |
SWISS LIFE HOLDING A... |
600.00 CHF |
2025-12-19 |
Put |
Master data
| WKN: |
PC3875 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SWISS LIFE HOLDING AG N |
| Type: |
Warrant |
| Option type: |
Put |
| 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: |
-23.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.19 |
| Parity: |
-1.08 |
| Time value: |
0.32 |
| Break-even: |
605.13 |
| Moneyness: |
0.85 |
| Premium: |
0.19 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
3.23% |
| Delta: |
-0.21 |
| Theta: |
-0.06 |
| Omega: |
-4.92 |
| Rho: |
-2.34 |
Quote data
| Open: |
0.300 |
| High: |
0.310 |
| Low: |
0.300 |
| Previous Close: |
0.320 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.09% |
| 1 Month |
|
|
-26.83% |
| 3 Months |
|
|
-38.78% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.310 |
| 1M High / 1M Low: |
0.410 |
0.310 |
| 6M High / 6M Low: |
0.850 |
0.310 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.324 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.363 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.543 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
70.07% |
| Volatility 6M: |
|
83.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
