BNP Paribas Put 250 SWGAF 20.12.2024
/ DE000PN7C9B5
BNP Paribas Put 250 SWGAF 20.12.2.../ DE000PN7C9B5 /
| 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: |
|
- |
