BNP Paribas Call 650 SLHN 19.12.2.../  DE000PC38738  /

Frankfurt Zert./BNP
1/23/2025  4:47:08 PM Chg.-0.010 Bid5:01:30 PM Ask5:01:30 PM Underlying Strike price Expiration date Option type
0.990EUR -1.00% -
Bid Size: -
-
Ask Size: -
SWISS LIFE HOLDING A... 650.00 CHF 12/19/2025 Call
 

Master data

WKN: PC3873
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SWISS LIFE HOLDING AG N
Type: Warrant
Option type: Call
Strike price: 650.00 CHF
Maturity: 12/19/2025
Issue date: 1/31/2024
Last trading day: 12/18/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 7.57
Leverage: Yes

Calculated values

Fair value: 1.15
Intrinsic value: 0.84
Implied volatility: 0.09
Historic volatility: 0.18
Parity: 0.84
Time value: 0.18
Break-even: 790.69
Moneyness: 1.12
Premium: 0.02
Premium p.a.: 0.03
Spread abs.: 0.02
Spread %: 2.00%
Delta: 0.96
Theta: -0.06
Omega: 7.28
Rho: 5.79
 

Quote data

Open: 1.020
High: 1.020
Low: 0.990
Previous Close: 1.000
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+13.79%
1 Month  
+39.44%
3 Months  
+8.79%
YTD  
+30.26%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.000 0.870
1M High / 1M Low: 1.000 0.710
6M High / 6M Low: 1.090 0.490
High (YTD): 1/22/2025 1.000
Low (YTD): 1/13/2025 0.770
52W High: - -
52W Low: - -
Avg. price 1W:   0.934
Avg. volume 1W:   0.000
Avg. price 1M:   0.848
Avg. volume 1M:   0.000
Avg. price 6M:   0.842
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   86.21%
Volatility 6M:   90.88%
Volatility 1Y:   -
Volatility 3Y:   -