BNP Paribas Put 550 SLHN 20.12.2024
/ DE000PC21YR9
BNP Paribas Put 550 SLHN 20.12.20.../ DE000PC21YR9 /
| 2024-07-26 4:21:19 PM |
Chg.-0.006 |
Bid4:49:55 PM |
Ask4:49:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.051EUR |
-10.53% |
-
Bid Size: - |
-
Ask Size: - |
SWISS LIFE HOLDING A... |
550.00 CHF |
2024-12-20 |
Put |
Master data
| WKN: |
PC21YR |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SWISS LIFE HOLDING AG N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
550.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-05 |
| Last trading day: |
2024-12-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-115.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.19 |
| Parity: |
-1.20 |
| Time value: |
0.06 |
| Break-even: |
567.32 |
| Moneyness: |
0.83 |
| Premium: |
0.18 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.01 |
| Spread %: |
20.00% |
| Delta: |
-0.10 |
| Theta: |
-0.06 |
| Omega: |
-11.49 |
| Rho: |
-0.30 |
Quote data
| Open: |
0.056 |
| High: |
0.056 |
| Low: |
0.050 |
| Previous Close: |
0.057 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-23.88% |
| 3 Months |
|
|
-76.82% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.057 |
0.045 |
| 1M High / 1M Low: |
0.069 |
0.045 |
| 6M High / 6M Low: |
0.300 |
0.045 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.049 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.052 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.160 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.52% |
| Volatility 6M: |
|
145.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
