BNP Paribas Put 500 SWSDF 20.09.2024
/ DE000PN8TSX2
BNP Paribas Put 500 SWSDF 20.09.2.../ DE000PN8TSX2 /
| 2024-07-23 4:21:00 PM |
Chg.-0.001 |
Bid2024-07-23 |
Ask2024-07-23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.004EUR |
-20.00% |
-
Bid Size: - |
-
Ask Size: - |
Swiss Life Holding |
500.00 - |
2024-09-20 |
Put |
Master data
| WKN: |
PN8TSX |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Swiss Life Holding |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
500.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2024-07-24 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-495.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.19 |
| Parity: |
-1.94 |
| Time value: |
0.01 |
| Break-even: |
498.60 |
| Moneyness: |
0.72 |
| Premium: |
0.28 |
| Premium p.a.: |
4.18 |
| Spread abs.: |
0.01 |
| Spread %: |
250.00% |
| Delta: |
-0.03 |
| Theta: |
-0.07 |
| Omega: |
-13.49 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.004 |
| High: |
0.005 |
| Low: |
0.004 |
| Previous Close: |
0.005 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.00% |
| 1 Month |
|
|
-60.00% |
| 3 Months |
|
|
-93.10% |
| YTD |
|
|
-97.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.005 |
0.004 |
| 1M High / 1M Low: |
0.010 |
0.004 |
| 6M High / 6M Low: |
0.110 |
0.004 |
| High (YTD): |
2024-01-03 |
0.200 |
| Low (YTD): |
2024-07-23 |
0.004 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.004 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.007 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.045 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
230.47% |
| Volatility 6M: |
|
182.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
