BNP Paribas Put 250 SWGAF 20.12.2.../  DE000PN7C9B5  /

EUWAX
7/23/2024  3:31:22 PM Chg.- Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
7.38EUR - -
Bid Size: -
-
Ask Size: -
Swatch Group AG 250.00 - 12/20/2024 Put
 

Master data

WKN: PN7C9B
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Swatch Group AG
Type: Warrant
Option type: Put
Strike price: 250.00 -
Maturity: 12/20/2024
Issue date: 8/16/2023
Last trading day: 7/24/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -2.53
Leverage: Yes

Calculated values

Fair value: 6.18
Intrinsic value: 6.18
Implied volatility: 0.72
Historic volatility: 0.27
Parity: 6.18
Time value: 1.27
Break-even: 175.50
Moneyness: 1.33
Premium: 0.07
Premium p.a.: 0.18
Spread abs.: 0.04
Spread %: 0.54%
Delta: -0.65
Theta: -0.09
Omega: -1.63
Rho: -0.76
 

Quote data

Open: 7.38
High: 7.38
Low: 7.38
Previous Close: 7.30
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+7.89%
3 Months  
+22.39%
YTD  
+88.27%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 8.17 6.20
6M High / 6M Low: 8.17 4.33
High (YTD): 7/17/2024 8.17
Low (YTD): 1/3/2024 4.26
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   7.04
Avg. volume 1M:   0.00
Avg. price 6M:   5.95
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   120.88%
Volatility 6M:   84.25%
Volatility 1Y:   -
Volatility 3Y:   -