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

EUWAX
2024-07-05  10:00:13 AM Chg.-0.25 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
1.48EUR -14.45% -
Bid Size: -
-
Ask Size: -
SWATCH GROUP I 200.00 CHF 2024-09-20 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: 2024-09-20
Issue date: 2023-11-15
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -10.92
Leverage: Yes

Calculated values

Fair value: 1.75
Intrinsic value: 1.49
Implied volatility: 0.26
Historic volatility: 0.26
Parity: 1.49
Time value: 0.26
Break-even: 188.48
Moneyness: 1.08
Premium: 0.01
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 1.16%
Delta: -0.69
Theta: -0.04
Omega: -7.58
Rho: -0.31
 

Quote data

Open: 1.48
High: 1.48
Low: 1.48
Previous Close: 1.73
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.00%
1 Month
  -12.43%
3 Months  
+14.73%
YTD  
+38.32%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.90 1.48
1M High / 1M Low: 2.06 1.48
6M High / 6M Low: 2.31 1.12
High (YTD): 2024-04-19 2.31
Low (YTD): 2024-02-16 1.12
52W High: - -
52W Low: - -
Avg. price 1W:   1.76
Avg. volume 1W:   0.00
Avg. price 1M:   1.75
Avg. volume 1M:   0.00
Avg. price 6M:   1.60
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   173.33%
Volatility 6M:   153.90%
Volatility 1Y:   -
Volatility 3Y:   -