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BNP Paribas Put 600 SLHN 20.06.20.../  DE000PC1L6W5  /

EUWAX
2024-10-14  9:19:43 AM Chg.-0.010 Bid2024-10-14 Ask2024-10-14 Underlying Strike price Expiration date Option type
0.170EUR -5.56% 0.170
Bid Size: 100,000		 0.180
Ask Size: 100,000		 SWISS LIFE HOLDING A... 600.00 CHF 2025-06-20 Put
 

Master data

WKN: PC1L6W
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SWISS LIFE HOLDING AG N
Type: Warrant
Option type: Put
Strike price: 600.00 CHF
Maturity: 2025-06-20
Issue date: 2023-12-11
Last trading day: 2025-06-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -41.76
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.18
Parity: -1.12
Time value: 0.18
Break-even: 622.05
Moneyness: 0.85
Premium: 0.17
Premium p.a.: 0.26
Spread abs.: 0.01
Spread %: 5.88%
Delta: -0.18
Theta: -0.07
Omega: -7.40
Rho: -1.03
 

Quote data

Open: 0.170
High: 0.170
Low: 0.170
Previous Close: 0.180
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.00%
1 Month
  -19.05%
3 Months
  -37.04%
YTD
  -82.47%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.180
1M High / 1M Low: 0.220 0.170
6M High / 6M Low: 0.790 0.170
High (YTD): 2024-01-17 0.980
Low (YTD): 2024-09-26 0.170
52W High: - -
52W Low: - -
Avg. price 1W:   0.200
Avg. volume 1W:   0.000
Avg. price 1M:   0.194
Avg. volume 1M:   0.000
Avg. price 6M:   0.367
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   103.64%
Volatility 6M:   130.29%
Volatility 1Y:   -
Volatility 3Y:   -