BNP Paribas Call 750 SLHN 21.03.2.../  DE000PG4AKG2  /

EUWAX
23/01/2025  09:50:54 Chg.+0.020 Bid13:22:37 Ask13:22:37 Underlying Strike price Expiration date Option type
0.150EUR +15.38% 0.140
Bid Size: 68,250
0.150
Ask Size: 68,250
SWISS LIFE HOLDING A... 750.00 CHF 21/03/2025 Call
 

Master data

WKN: PG4AKG
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SWISS LIFE HOLDING AG N
Type: Warrant
Option type: Call
Strike price: 750.00 CHF
Maturity: 21/03/2025
Issue date: 16/07/2024
Last trading day: 20/03/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 51.51
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.18
Parity: -0.22
Time value: 0.15
Break-even: 809.64
Moneyness: 0.97
Premium: 0.05
Premium p.a.: 0.35
Spread abs.: 0.01
Spread %: 7.14%
Delta: 0.39
Theta: -0.21
Omega: 20.00
Rho: 0.44
 

Quote data

Open: 0.150
High: 0.150
Low: 0.150
Previous Close: 0.130
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+78.57%
1 Month  
+226.09%
3 Months
  -16.67%
YTD  
+163.16%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.130 0.084
1M High / 1M Low: 0.130 0.046
6M High / 6M Low: 0.280 0.037
High (YTD): 22/01/2025 0.130
Low (YTD): 13/01/2025 0.054
52W High: - -
52W Low: - -
Avg. price 1W:   0.107
Avg. volume 1W:   0.000
Avg. price 1M:   0.083
Avg. volume 1M:   0.000
Avg. price 6M:   0.149
Avg. volume 6M:   56.452
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   220.47%
Volatility 6M:   221.19%
Volatility 1Y:   -
Volatility 3Y:   -