BNP Paribas Put 220 SWGAF 20.09.2024
/ DE000PZ1EX14
BNP Paribas Put 220 SWGAF 20.09.2.../ DE000PZ1EX14 /
12/08/2024 10:15:35 |
Chg.- |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
4.17EUR |
- |
- Bid Size: - |
- Ask Size: - |
Swatch Group AG |
220.00 - |
20/09/2024 |
Put |
Master data
WKN: |
PZ1EX1 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Swatch Group AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
220.00 - |
Maturity: |
20/09/2024 |
Issue date: |
15/11/2023 |
Last trading day: |
13/08/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-4.14 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.56 |
Intrinsic value: |
4.56 |
Implied volatility: |
- |
Historic volatility: |
0.26 |
Parity: |
4.56 |
Time value: |
-0.35 |
Break-even: |
177.90 |
Moneyness: |
1.26 |
Premium: |
-0.02 |
Premium p.a.: |
-0.48 |
Spread abs.: |
0.04 |
Spread %: |
0.96% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
4.17 |
High: |
4.17 |
Low: |
4.17 |
Previous Close: |
4.19 |
Turnover: |
0.00 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-0.48% |
3 Months |
|
|
+17.13% |
YTD |
|
|
+127.87% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
4.17 |
4.17 |
6M High / 6M Low: |
5.08 |
2.17 |
High (YTD): |
05/08/2024 |
5.08 |
Low (YTD): |
16/02/2024 |
2.01 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
4.17 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.39 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
144.21% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |