BNP Paribas Call 600 SLHN 21.03.2025
/ DE000PC702V7
BNP Paribas Call 600 SLHN 21.03.2.../ DE000PC702V7 /
| 1/22/2025 9:53:29 AM |
Chg.+0.04 |
Bid8:00:04 PM |
Ask8:00:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.39EUR |
+2.96% |
-
Bid Size: - |
-
Ask Size: - |
SWISS LIFE HOLDING A... |
600.00 CHF |
3/21/2025 |
Call |
Master data
| WKN: |
PC702V |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SWISS LIFE HOLDING AG N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
600.00 CHF |
| Maturity: |
3/21/2025 |
| Issue date: |
4/9/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.35 |
| Intrinsic value: |
1.32 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.16 |
| Parity: |
1.32 |
| Time value: |
0.05 |
| Break-even: |
772.24 |
| Moneyness: |
1.21 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
1.48% |
| Delta: |
0.94 |
| Theta: |
-0.14 |
| Omega: |
5.28 |
| Rho: |
0.93 |
Quote data
| Open: |
1.39 |
| High: |
1.39 |
| Low: |
1.39 |
| Previous Close: |
1.35 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.32% |
| 1 Month |
|
|
+37.62% |
| 3 Months |
|
|
+9.45% |
| YTD |
|
|
+27.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.39 |
1.26 |
| 1M High / 1M Low: |
1.39 |
1.01 |
| 6M High / 6M Low: |
1.51 |
0.63 |
| High (YTD): |
1/22/2025 |
1.39 |
| Low (YTD): |
1/13/2025 |
1.08 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.33 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.21 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.15 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
61.22% |
| Volatility 6M: |
|
90.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |