BNP Paribas Put 500 SLHN 20.09.2024
/ DE000PN8TSX2
BNP Paribas Put 500 SLHN 20.09.20.../ DE000PN8TSX2 /
| 05/07/2024 16:21:00 |
Chg.0.000 |
Bid05/07/2024 |
Ask05/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.008EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
SWISS LIFE HOLDING A... |
500.00 CHF |
20/09/2024 |
Put |
Master data
| WKN: |
PN8TSX |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SWISS LIFE HOLDING AG N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
500.00 CHF |
| Maturity: |
20/09/2024 |
| Issue date: |
26/09/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-375.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.20 |
| Parity: |
-1.62 |
| Time value: |
0.02 |
| Break-even: |
511.97 |
| Moneyness: |
0.76 |
| Premium: |
0.24 |
| Premium p.a.: |
1.79 |
| Spread abs.: |
0.01 |
| Spread %: |
125.00% |
| Delta: |
-0.04 |
| Theta: |
-0.06 |
| Omega: |
-14.16 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.008 |
| High: |
0.008 |
| Low: |
0.008 |
| Previous Close: |
0.008 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.00% |
| 1 Month |
|
|
-60.00% |
| 3 Months |
|
|
-88.24% |
| YTD |
|
|
-95.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.010 |
0.008 |
| 1M High / 1M Low: |
0.028 |
0.008 |
| 6M High / 6M Low: |
0.190 |
0.008 |
| High (YTD): |
03/01/2024 |
0.200 |
| Low (YTD): |
04/07/2024 |
0.008 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.009 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.016 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.061 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
228.17% |
| Volatility 6M: |
|
175.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
