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BNP Paribas Put 500 SLHN 20.09.20.../  DE000PN8TSX2  /

Frankfurt Zert./BNP
2024-06-27  10:20:44 AM Chg.-0.001 Bid10:30:54 AM Ask10:30:54 AM Underlying Strike price Expiration date Option type
0.010EUR -9.09% 0.010
Bid Size: 100,000		 0.020
Ask Size: 100,000		 SWISS LIFE HOLDING A... 500.00 CHF 2024-09-20 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: 2024-09-20
Issue date: 2023-09-26
Last trading day: 2024-09-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -322.48
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.20
Parity: -1.56
Time value: 0.02
Break-even: 519.56
Moneyness: 0.77
Premium: 0.23
Premium p.a.: 1.46
Spread abs.: 0.01
Spread %: 90.91%
Delta: -0.04
Theta: -0.06
Omega: -13.94
Rho: -0.07
 

Quote data

Open: 0.010
High: 0.010
Low: 0.010
Previous Close: 0.011
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -41.18%
3 Months
  -80.00%
YTD
  -94.44%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.015 0.011
1M High / 1M Low: 0.028 0.011
6M High / 6M Low: 0.200 0.011
High (YTD): 2024-01-03 0.200
Low (YTD): 2024-06-26 0.011
52W High: - -
52W Low: - -
Avg. price 1W:   0.013
Avg. volume 1W:   0.000
Avg. price 1M:   0.019
Avg. volume 1M:   0.000
Avg. price 6M:   0.069
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   215.66%
Volatility 6M:   169.67%
Volatility 1Y:   -
Volatility 3Y:   -