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

Frankfurt Zert./BNP
02/09/2024  10:20:45 Chg.-0.010 Bid10:23:44 Ask10:23:44 Underlying Strike price Expiration date Option type
0.240EUR -4.00% 0.240
Bid Size: 100,000		 0.250
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: -27.83
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.19
Parity: -0.85
Time value: 0.26
Break-even: 612.77
Moneyness: 0.88
Premium: 0.15
Premium p.a.: 0.20
Spread abs.: 0.01
Spread %: 4.00%
Delta: -0.23
Theta: -0.07
Omega: -6.28
Rho: -1.51
 

Quote data

Open: 0.250
High: 0.250
Low: 0.240
Previous Close: 0.250
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -11.11%
1 Month
  -38.46%
3 Months
  -48.94%
YTD
  -75.26%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.250
1M High / 1M Low: 0.500 0.250
6M High / 6M Low: 0.740 0.250
High (YTD): 03/01/2024 1.000
Low (YTD): 30/08/2024 0.250
52W High: - -
52W Low: - -
Avg. price 1W:   0.260
Avg. volume 1W:   0.000
Avg. price 1M:   0.329
Avg. volume 1M:   0.000
Avg. price 6M:   0.456
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   141.71%
Volatility 6M:   117.04%
Volatility 1Y:   -
Volatility 3Y:   -