BNP Paribas Put 600 SLHN 19.09.2025
/ DE000PG42A05
BNP Paribas Put 600 SLHN 19.09.20.../ DE000PG42A05 /
| 10/14/2024 9:35:42 AM |
Chg.-0.010 |
Bid2:10:12 PM |
Ask2:10:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.220EUR |
-4.35% |
0.220
Bid Size: 100,000 |
0.230
Ask Size: 100,000 |
SWISS LIFE HOLDING A... |
600.00 CHF |
9/19/2025 |
Put |
Master data
| WKN: |
PG42A0 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SWISS LIFE HOLDING AG N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
600.00 CHF |
| Maturity: |
9/19/2025 |
| Issue date: |
7/29/2024 |
| Last trading day: |
9/18/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-31.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.18 |
| Parity: |
-1.12 |
| Time value: |
0.24 |
| Break-even: |
616.05 |
| Moneyness: |
0.85 |
| Premium: |
0.18 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.01 |
| Spread %: |
4.35% |
| Delta: |
-0.19 |
| Theta: |
-0.06 |
| Omega: |
-6.08 |
| Rho: |
-1.58 |
Quote data
| Open: |
0.220 |
| High: |
0.220 |
| Low: |
0.220 |
| Previous Close: |
0.230 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.38% |
| 1 Month |
|
|
-18.52% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.230 |
| 1M High / 1M Low: |
0.280 |
0.220 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.255 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.253 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.38% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
