BNP Paribas Put 600 SLHN 19.06.2026
/ DE000PG445H8
BNP Paribas Put 600 SLHN 19.06.20.../ DE000PG445H8 /
| 07/08/2024 10:06:34 |
Chg.-0.020 |
Bid11:49:09 |
Ask11:49:09 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
-2.50% |
0.770
Bid Size: 68,500 |
0.790
Ask Size: 68,500 |
SWISS LIFE HOLDING A... |
600.00 CHF |
19/06/2026 |
Put |
Master data
| WKN: |
PG445H |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SWISS LIFE HOLDING AG N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
600.00 CHF |
| Maturity: |
19/06/2026 |
| Issue date: |
30/07/2024 |
| Last trading day: |
18/06/2026 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.19 |
| Parity: |
-0.16 |
| Time value: |
0.85 |
| Break-even: |
559.66 |
| Moneyness: |
0.98 |
| Premium: |
0.15 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
2.41% |
| Delta: |
-0.33 |
| Theta: |
-0.05 |
| Omega: |
-2.60 |
| Rho: |
-5.71 |
Quote data
| Open: |
0.790 |
| High: |
0.790 |
| Low: |
0.780 |
| Previous Close: |
0.800 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+32.20% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.860 |
0.590 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.735 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
