BNP Paribas Put 550 SLHN 20.12.2024
/ DE000PC21YR9
BNP Paribas Put 550 SLHN 20.12.20.../ DE000PC21YR9 /
| 2024-06-27 10:09:01 AM |
Chg.-0.005 |
Bid2:52:35 PM |
Ask2:52:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.070EUR |
-6.67% |
0.071
Bid Size: 100,000 |
0.081
Ask Size: 100,000 |
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: |
-80.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.20 |
| Parity: |
-1.03 |
| Time value: |
0.08 |
| Break-even: |
565.43 |
| Moneyness: |
0.85 |
| Premium: |
0.17 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.01 |
| Spread %: |
13.51% |
| Delta: |
-0.13 |
| Theta: |
-0.06 |
| Omega: |
-10.46 |
| Rho: |
-0.46 |
Quote data
| Open: |
0.070 |
| High: |
0.070 |
| Low: |
0.070 |
| Previous Close: |
0.075 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.50% |
| 1 Month |
|
|
-30.00% |
| 3 Months |
|
|
-63.16% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.081 |
0.070 |
| 1M High / 1M Low: |
0.130 |
0.070 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.077 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.103 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
168.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
