BNP Paribas Put 200 UHR 20.09.2024
/ DE000PZ1EX06
BNP Paribas Put 200 UHR 20.09.202.../ DE000PZ1EX06 /
| 27/06/2024 10:05:09 |
Chg.+0.40 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.88EUR |
+27.03% |
-
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: |
1.86 |
| High: |
1.88 |
| Low: |
1.86 |
| Previous Close: |
1.48 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.44% |
| 1 Month |
|
|
+31.47% |
| 3 Months |
|
|
+49.21% |
| YTD |
|
|
+75.70% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.88 |
1.48 |
| 1M High / 1M Low: |
2.06 |
1.34 |
| 6M High / 6M Low: |
2.31 |
1.07 |
| High (YTD): |
19/04/2024 |
2.31 |
| Low (YTD): |
16/02/2024 |
1.12 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.65 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.66 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.58 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
169.04% |
| Volatility 6M: |
|
154.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
