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BNP Paribas Put 500 SLHN 20.12.20.../  DE000PN7C8S1  /

Frankfurt Zert./BNP
9/18/2024  4:21:02 PM Chg.+0.001 Bid9/18/2024 Ask9/18/2024 Underlying Strike price Expiration date Option type
0.012EUR +9.09% -
Bid Size: -		 -
Ask Size: -		 SWISS LIFE HOLDING A... 500.00 CHF 12/20/2024 Put
 

Master data

WKN: PN7C8S
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SWISS LIFE HOLDING AG N
Type: Warrant
Option type: Put
Strike price: 500.00 CHF
Maturity: 12/20/2024
Issue date: 8/16/2023
Last trading day: 12/19/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -354.38
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.19
Parity: -2.13
Time value: 0.02
Break-even: 528.96
Moneyness: 0.71
Premium: 0.29
Premium p.a.: 1.71
Spread abs.: 0.01
Spread %: 90.91%
Delta: -0.03
Theta: -0.06
Omega: -11.84
Rho: -0.07
 

Quote data

Open: 0.011
High: 0.012
Low: 0.011
Previous Close: 0.011
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -20.00%
1 Month
  -40.00%
3 Months
  -76.00%
YTD
  -95.20%
1 Year
  -96.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.015 0.011
1M High / 1M Low: 0.020 0.011
6M High / 6M Low: 0.140 0.011
High (YTD): 1/3/2024 0.260
Low (YTD): 9/17/2024 0.011
52W High: 10/20/2023 0.390
52W Low: 9/17/2024 0.011
Avg. price 1W:   0.013
Avg. volume 1W:   0.000
Avg. price 1M:   0.015
Avg. volume 1M:   0.000
Avg. price 6M:   0.054
Avg. volume 6M:   0.000
Avg. price 1Y:   0.146
Avg. volume 1Y:   0.000
Volatility 1M:   173.49%
Volatility 6M:   199.41%
Volatility 1Y:   159.03%
Volatility 3Y:   -