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

Frankfurt Zert./BNP
12/09/2024  10:20:44 Chg.-0.030 Bid11:09:50 Ask11:09:50 Underlying Strike price Expiration date Option type
0.210EUR -12.50% 0.210
Bid Size: 100,000		 0.220
Ask Size: 100,000		 SWISS LIFE HOLDING A... 600.00 CHF 20/06/2025 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: 20/06/2025
Issue date: 11/12/2023
Last trading day: 19/06/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -30.89
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.19
Parity: -1.02
Time value: 0.24
Break-even: 615.32
Moneyness: 0.86
Premium: 0.17
Premium p.a.: 0.23
Spread abs.: 0.01
Spread %: 4.35%
Delta: -0.20
Theta: -0.08
Omega: -6.31
Rho: -1.35
 

Quote data

Open: 0.210
High: 0.210
Low: 0.210
Previous Close: 0.240
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -8.70%
1 Month
  -41.67%
3 Months
  -51.16%
YTD
  -78.35%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.220
1M High / 1M Low: 0.370 0.220
6M High / 6M Low: 0.740 0.220
High (YTD): 03/01/2024 1.000
Low (YTD): 09/09/2024 0.220
52W High: - -
52W Low: - -
Avg. price 1W:   0.228
Avg. volume 1W:   0.000
Avg. price 1M:   0.269
Avg. volume 1M:   0.000
Avg. price 6M:   0.436
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   91.32%
Volatility 6M:   118.50%
Volatility 1Y:   -
Volatility 3Y:   -