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

Frankfurt Zert./BNP
8/9/2024  4:21:00 PM Chg.-0.004 Bid4:50:53 PM Ask4:50:53 PM Underlying Strike price Expiration date Option type
0.038EUR -9.52% -
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: -128.85
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.19
Parity: -1.42
Time value: 0.05
Break-even: 523.16
Moneyness: 0.79
Premium: 0.22
Premium p.a.: 0.72
Spread abs.: 0.01
Spread %: 23.81%
Delta: -0.08
Theta: -0.07
Omega: -10.51
Rho: -0.22
 

Quote data

Open: 0.039
High: 0.039
Low: 0.036
Previous Close: 0.042
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+52.00%
3 Months
  -42.42%
YTD
  -84.80%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.059 0.037
1M High / 1M Low: 0.059 0.023
6M High / 6M Low: 0.150 0.023
High (YTD): 1/3/2024 0.260
Low (YTD): 7/31/2024 0.023
52W High: - -
52W Low: - -
Avg. price 1W:   0.047
Avg. volume 1W:   0.000
Avg. price 1M:   0.030
Avg. volume 1M:   0.000
Avg. price 6M:   0.073
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   337.84%
Volatility 6M:   192.30%
Volatility 1Y:   -
Volatility 3Y:   -