BNP Paribas Put 200 UHR 20.09.2024
/ DE000PZ1EX06
BNP Paribas Put 200 UHR 20.09.202.../ DE000PZ1EX06 /
| 7/5/2024 4:21:12 PM |
Chg.0.000 |
Bid5:19:17 PM |
Ask5:19:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.670EUR |
0.00% |
-
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: |
-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: |
1.570 |
| High: |
1.670 |
| Low: |
1.460 |
| Previous Close: |
1.670 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.92% |
| 1 Month |
|
|
-2.34% |
| 3 Months |
|
|
+24.63% |
| YTD |
|
|
+54.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.890 |
1.670 |
| 1M High / 1M Low: |
2.070 |
1.480 |
| 6M High / 6M Low: |
2.250 |
1.100 |
| High (YTD): |
4/19/2024 |
2.250 |
| Low (YTD): |
4/4/2024 |
1.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.748 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.761 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.606 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
174.92% |
| Volatility 6M: |
|
154.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
