BNP Paribas Put 550 SLHN 20.09.2024
/ DE000PN8TSZ7
BNP Paribas Put 550 SLHN 20.09.20.../ DE000PN8TSZ7 /
| 2024-06-28 4:21:18 PM |
Chg.0.000 |
Bid5:00:49 PM |
Ask5:00:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.022EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
SWISS LIFE HOLDING A... |
550.00 CHF |
2024-09-20 |
Put |
Master data
| WKN: |
PN8TSZ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SWISS LIFE HOLDING AG N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
550.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2024-09-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-213.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.20 |
| Parity: |
-1.10 |
| Time value: |
0.03 |
| Break-even: |
568.13 |
| Moneyness: |
0.84 |
| Premium: |
0.17 |
| Premium p.a.: |
0.97 |
| Spread abs.: |
0.01 |
| Spread %: |
45.45% |
| Delta: |
-0.07 |
| Theta: |
-0.07 |
| Omega: |
-15.80 |
| Rho: |
-0.12 |
Quote data
| Open: |
0.022 |
| High: |
0.023 |
| Low: |
0.021 |
| Previous Close: |
0.022 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.67% |
| 1 Month |
|
|
-61.40% |
| 3 Months |
|
|
-81.67% |
| YTD |
|
|
-93.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.025 |
0.022 |
| 1M High / 1M Low: |
0.059 |
0.022 |
| 6M High / 6M Low: |
0.380 |
0.022 |
| High (YTD): |
2024-01-03 |
0.380 |
| Low (YTD): |
2024-06-28 |
0.022 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.024 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.041 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.142 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
200.74% |
| Volatility 6M: |
|
185.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
