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BNP Paribas Put 600 SLHN 20.09.20.../  DE000PN8TS13  /

Frankfurt Zert./BNP
2024-06-27  2:20:56 PM Chg.-0.005 Bid3:14:10 PM Ask3:14:10 PM Underlying Strike price Expiration date Option type
0.061EUR -7.58% 0.060
Bid Size: 100,000		 0.070
Ask Size: 100,000		 SWISS LIFE HOLDING A... 600.00 CHF 2024-09-20 Put
 

Master data

WKN: PN8TS1
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SWISS LIFE HOLDING AG N
Type: Warrant
Option type: Put
Strike price: 600.00 CHF
Maturity: 2024-09-20
Issue date: 2023-09-26
Last trading day: 2024-09-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -87.95
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.20
Parity: -0.51
Time value: 0.08
Break-even: 618.29
Moneyness: 0.92
Premium: 0.09
Premium p.a.: 0.43
Spread abs.: 0.01
Spread %: 14.93%
Delta: -0.19
Theta: -0.10
Omega: -16.55
Rho: -0.31
 

Quote data

Open: 0.060
High: 0.063
Low: 0.059
Previous Close: 0.066
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -17.57%
1 Month
  -49.17%
3 Months
  -78.21%
YTD
  -90.47%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.074 0.064
1M High / 1M Low: 0.160 0.064
6M High / 6M Low: 0.680 0.064
High (YTD): 2024-01-03 0.680
Low (YTD): 2024-06-24 0.064
52W High: - -
52W Low: - -
Avg. price 1W:   0.069
Avg. volume 1W:   0.000
Avg. price 1M:   0.115
Avg. volume 1M:   0.000
Avg. price 6M:   0.313
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   214.23%
Volatility 6M:   171.05%
Volatility 1Y:   -
Volatility 3Y:   -