BNP Paribas Put 200 UHR 20.09.202.../  DE000PZ1EX06  /

EUWAX
31/07/2024  09:58:37 Chg.-0.10 Bid11:40:26 Ask11:40:26 Underlying Strike price Expiration date Option type
1.99EUR -4.78% -
Bid Size: -
-
Ask Size: -
SWATCH GROUP I 200.00 CHF 20/09/2024 Put
 

Master data

WKN: PZ1EX0
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SWATCH GROUP I
Type: Warrant
Option type: Put
Strike price: 200.00 CHF
Maturity: 20/09/2024
Issue date: 15/11/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -8.92
Leverage: Yes

Calculated values

Fair value: 2.18
Intrinsic value: 2.13
Implied volatility: -
Historic volatility: 0.27
Parity: 2.13
Time value: -0.02
Break-even: 188.40
Moneyness: 1.11
Premium: 0.00
Premium p.a.: -0.01
Spread abs.: 0.04
Spread %: 1.93%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 1.99
High: 1.99
Low: 1.99
Previous Close: 2.09
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.72%
1 Month  
+0.51%
3 Months  
+17.06%
YTD  
+85.98%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.80 2.09
1M High / 1M Low: 3.06 1.48
6M High / 6M Low: 3.06 1.12
High (YTD): 17/07/2024 3.06
Low (YTD): 16/02/2024 1.12
52W High: - -
52W Low: - -
Avg. price 1W:   2.47
Avg. volume 1W:   0.00
Avg. price 1M:   2.20
Avg. volume 1M:   0.00
Avg. price 6M:   1.71
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   356.72%
Volatility 6M:   201.07%
Volatility 1Y:   -
Volatility 3Y:   -