BNP Paribas Put 500 SLHN 20.12.2024
/ DE000PN7C8S1
BNP Paribas Put 500 SLHN 20.12.20.../ DE000PN7C8S1 /
18/09/2024 16:21:02 |
Chg.+0.001 |
Bid18/09/2024 |
Ask18/09/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.012EUR |
+9.09% |
- Bid Size: - |
- Ask Size: - |
SWISS LIFE HOLDING A... |
500.00 CHF |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
16/08/2023 |
Last trading day: |
19/12/2024 |
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): |
03/01/2024 |
0.260 |
Low (YTD): |
17/09/2024 |
0.011 |
52W High: |
20/10/2023 |
0.390 |
52W Low: |
17/09/2024 |
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: |
|
- |