BNP Paribas Put 200 UHR 20.09.2024
/ DE000PZ1EX06
BNP Paribas Put 200 UHR 20.09.202.../ DE000PZ1EX06 /
27/06/2024 16:21:19 |
Chg.+0.140 |
Bid17:19:34 |
Ask17:19:34 |
Underlying |
Strike price |
Expiration date |
Option type |
1.840EUR |
+8.24% |
- 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: |
-11.74 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.66 |
Intrinsic value: |
1.26 |
Implied volatility: |
0.27 |
Historic volatility: |
0.27 |
Parity: |
1.26 |
Time value: |
0.41 |
Break-even: |
191.96 |
Moneyness: |
1.06 |
Premium: |
0.02 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.02 |
Spread %: |
1.21% |
Delta: |
-0.64 |
Theta: |
-0.04 |
Omega: |
-7.47 |
Rho: |
-0.33 |
Quote data
Open: |
1.780 |
High: |
1.930 |
Low: |
1.780 |
Previous Close: |
1.700 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+2.22% |
1 Month |
|
|
+31.43% |
3 Months |
|
|
+40.46% |
YTD |
|
|
+70.37% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.840 |
1.480 |
1M High / 1M Low: |
2.070 |
1.310 |
6M High / 6M Low: |
2.250 |
1.080 |
High (YTD): |
19/04/2024 |
2.250 |
Low (YTD): |
04/04/2024 |
1.100 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.666 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.665 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.582 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
189.32% |
Volatility 6M: |
|
155.07% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |