BNP Paribas Put 700 SLHN 19.12.2025
/ DE000PC38761
BNP Paribas Put 700 SLHN 19.12.20.../ DE000PC38761 /
| 2024-06-21 4:21:04 PM |
Chg.0.000 |
Bid5:15:18 PM |
Ask5:15:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.050EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
SWISS LIFE HOLDING A... |
700.00 CHF |
2025-12-19 |
Put |
Master data
| WKN: |
PC3876 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SWISS LIFE HOLDING AG N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
700.00 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: |
-6.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.50 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.20 |
| Parity: |
0.50 |
| Time value: |
0.55 |
| Break-even: |
627.06 |
| Moneyness: |
1.07 |
| Premium: |
0.08 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.96% |
| Delta: |
-0.45 |
| Theta: |
-0.05 |
| Omega: |
-2.90 |
| Rho: |
-6.12 |
Quote data
| Open: |
1.030 |
| High: |
1.080 |
| Low: |
1.030 |
| Previous Close: |
1.050 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.63% |
| 1 Month |
|
|
-17.32% |
| 3 Months |
|
|
-20.45% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.160 |
1.050 |
| 1M High / 1M Low: |
1.270 |
1.050 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.090 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.173 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
55.97% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
