BNP Paribas Put 250 SWGAF 20.09.2024
/ DE000PN8TUW0
BNP Paribas Put 250 SWGAF 20.09.2.../ DE000PN8TUW0 /
| 23/07/2024 15:31:09 |
Chg.- |
Bid22:00:35 |
Ask22:00:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.36EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Swatch Group AG |
250.00 - |
20/09/2024 |
Put |
Master data
| WKN: |
PN8TUW |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Swatch Group AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
250.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
26/09/2023 |
| Last trading day: |
24/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.50 |
| Intrinsic value: |
6.50 |
| Implied volatility: |
1.03 |
| Historic volatility: |
0.27 |
| Parity: |
6.50 |
| Time value: |
0.94 |
| Break-even: |
175.70 |
| Moneyness: |
1.35 |
| Premium: |
0.05 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.04 |
| Spread %: |
0.54% |
| Delta: |
-0.71 |
| Theta: |
-0.21 |
| Omega: |
-1.78 |
| Rho: |
-0.29 |
Quote data
| Open: |
7.36 |
| High: |
7.36 |
| Low: |
7.36 |
| Previous Close: |
7.28 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+8.39% |
| 3 Months |
|
|
+24.11% |
| YTD |
|
|
+103.31% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.36 |
7.36 |
| 1M High / 1M Low: |
8.17 |
6.14 |
| 6M High / 6M Low: |
8.17 |
4.06 |
| High (YTD): |
17/07/2024 |
8.17 |
| Low (YTD): |
03/01/2024 |
3.96 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.36 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.01 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.83 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.88% |
| Volatility 6M: |
|
91.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
