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

Frankfurt Zert./BNP
7/30/2024  4:21:13 PM Chg.-0.260 Bid5:17:35 PM Ask5:17:35 PM Underlying Strike price Expiration date Option type
2.080EUR -11.11% -
Bid Size: -
-
Ask Size: -
SWATCH GROUP I 200.00 CHF 9/20/2024 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: 9/20/2024
Issue date: 11/15/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -7.74
Leverage: Yes

Calculated values

Fair value: 2.37
Intrinsic value: 2.35
Implied volatility: 0.28
Historic volatility: 0.27
Parity: 2.35
Time value: 0.04
Break-even: 184.67
Moneyness: 1.13
Premium: 0.00
Premium p.a.: 0.01
Spread abs.: 0.04
Spread %: 1.70%
Delta: -0.85
Theta: -0.03
Omega: -6.58
Rho: -0.26
 

Quote data

Open: 2.310
High: 2.310
Low: 2.080
Previous Close: 2.340
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week
  -13.33%
1 Month  
+3.48%
3 Months  
+10.64%
YTD  
+92.59%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.670 2.080
1M High / 1M Low: 3.160 1.530
6M High / 6M Low: 3.160 1.100
High (YTD): 7/15/2024 3.160
Low (YTD): 4/4/2024 1.100
52W High: - -
52W Low: - -
Avg. price 1W:   2.396
Avg. volume 1W:   0.000
Avg. price 1M:   2.166
Avg. volume 1M:   0.000
Avg. price 6M:   1.705
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   399.01%
Volatility 6M:   213.76%
Volatility 1Y:   -
Volatility 3Y:   -