BNP Paribas Put 500 SLHN 20.12.2024
/ DE000PN7C8S1
BNP Paribas Put 500 SLHN 20.12.20.../ DE000PN7C8S1 /
9/26/2024 9:44:51 AM |
Chg.-0.001 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.007EUR |
-12.50% |
- 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: |
-415.56 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.41 |
Historic volatility: |
0.19 |
Parity: |
-2.20 |
Time value: |
0.02 |
Break-even: |
526.34 |
Moneyness: |
0.71 |
Premium: |
0.30 |
Premium p.a.: |
2.05 |
Spread abs.: |
0.01 |
Spread %: |
125.00% |
Delta: |
-0.03 |
Theta: |
-0.06 |
Omega: |
-12.15 |
Rho: |
-0.06 |
Quote data
Open: |
0.007 |
High: |
0.007 |
Low: |
0.007 |
Previous Close: |
0.008 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-12.50% |
1 Month |
|
|
-58.82% |
3 Months |
|
|
-80.56% |
YTD |
|
|
-97.20% |
1 Year |
|
|
-97.81% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.009 |
0.007 |
1M High / 1M Low: |
0.017 |
0.007 |
6M High / 6M Low: |
0.150 |
0.007 |
High (YTD): |
1/5/2024 |
0.250 |
Low (YTD): |
9/26/2024 |
0.007 |
52W High: |
10/23/2023 |
0.400 |
52W Low: |
9/26/2024 |
0.007 |
Avg. price 1W: |
|
0.008 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.012 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.049 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.138 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
197.95% |
Volatility 6M: |
|
204.78% |
Volatility 1Y: |
|
177.19% |
Volatility 3Y: |
|
- |