BNP Paribas Put 20 SIGN 20.09.2024
/ DE000PN8TR55
BNP Paribas Put 20 SIGN 20.09.202.../ DE000PN8TR55 /
| 15/08/2024 16:21:12 |
Chg.-0.010 |
Bid17:19:35 |
Ask17:19:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
-3.70% |
-
Bid Size: - |
-
Ask Size: - |
SIG Group N |
20.00 CHF |
20/09/2024 |
Put |
Master data
| WKN: |
PN8TR5 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SIG Group N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
20.00 CHF |
| Maturity: |
20/09/2024 |
| Issue date: |
26/09/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.24 |
| Parity: |
0.28 |
| Time value: |
0.01 |
| Break-even: |
18.09 |
| Moneyness: |
1.16 |
| Premium: |
0.00 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
7.41% |
| Delta: |
-0.86 |
| Theta: |
-0.01 |
| Omega: |
-5.38 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.270 |
| High: |
0.270 |
| Low: |
0.250 |
| Previous Close: |
0.270 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-13.33% |
| 3 Months |
|
|
+73.33% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.260 |
| 1M High / 1M Low: |
0.300 |
0.180 |
| 6M High / 6M Low: |
0.420 |
0.140 |
| High (YTD): |
18/06/2024 |
0.420 |
| Low (YTD): |
22/05/2024 |
0.140 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.264 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.256 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.252 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
187.50% |
| Volatility 6M: |
|
141.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
