BNP Paribas Call 650 SLHN 19.12.2025
/ DE000PC38738
BNP Paribas Call 650 SLHN 19.12.2.../ DE000PC38738 /
| 1/23/2025 9:51:10 AM |
Chg.+0.050 |
Bid8:00:03 PM |
Ask8:00:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.020EUR |
+5.15% |
-
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: |
1.020 |
| Previous Close: |
0.970 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.24% |
| 1 Month |
|
|
+50.00% |
| 3 Months |
|
|
+8.51% |
| YTD |
|
|
+37.84% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.970 |
0.870 |
| 1M High / 1M Low: |
0.970 |
0.680 |
| 6M High / 6M Low: |
1.130 |
0.470 |
| High (YTD): |
1/22/2025 |
0.970 |
| Low (YTD): |
1/13/2025 |
0.730 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.926 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.835 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.842 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.57% |
| Volatility 6M: |
|
97.51% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |