BNP Paribas Put 500 SLHN 20.12.2024
/ DE000PN7C8S1
BNP Paribas Put 500 SLHN 20.12.20.../ DE000PN7C8S1 /
2024-07-26 4:21:02 PM |
Chg.-0.004 |
Bid2024-07-26 |
Ask2024-07-26 |
Underlying |
Strike price |
Expiration date |
Option type |
0.025EUR |
-13.79% |
- Bid Size: - |
- Ask Size: - |
SWISS LIFE HOLDING A... |
500.00 CHF |
2024-12-20 |
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: |
2024-12-20 |
Issue date: |
2023-08-16 |
Last trading day: |
2024-12-19 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-198.23 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.19 |
Parity: |
-1.73 |
Time value: |
0.04 |
Break-even: |
517.70 |
Moneyness: |
0.75 |
Premium: |
0.25 |
Premium p.a.: |
0.76 |
Spread abs.: |
0.01 |
Spread %: |
40.00% |
Delta: |
-0.05 |
Theta: |
-0.05 |
Omega: |
-10.87 |
Rho: |
-0.17 |
Quote data
Open: |
0.028 |
High: |
0.028 |
Low: |
0.025 |
Previous Close: |
0.029 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-3.85% |
1 Month |
|
|
-28.57% |
3 Months |
|
|
-77.27% |
YTD |
|
|
-90.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.029 |
0.023 |
1M High / 1M Low: |
0.035 |
0.023 |
6M High / 6M Low: |
0.160 |
0.023 |
High (YTD): |
2024-01-03 |
0.260 |
Low (YTD): |
2024-07-23 |
0.023 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.025 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.027 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.081 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
140.23% |
Volatility 6M: |
|
141.60% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |