BNP Paribas Put 600 SLHN 20.09.2024
/ DE000PN8TS13
BNP Paribas Put 600 SLHN 20.09.20.../ DE000PN8TS13 /
| 28/06/2024 16:21:05 |
Chg.0.000 |
Bid17:06:56 |
Ask17:06:56 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.056EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
SWISS LIFE HOLDING A... |
600.00 CHF |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
26/09/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-101.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.20 |
| Parity: |
-0.58 |
| Time value: |
0.07 |
| Break-even: |
616.57 |
| Moneyness: |
0.91 |
| Premium: |
0.10 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.01 |
| Spread %: |
17.54% |
| Delta: |
-0.17 |
| Theta: |
-0.10 |
| Omega: |
-16.84 |
| Rho: |
-0.27 |
Quote data
| Open: |
0.057 |
| High: |
0.058 |
| Low: |
0.053 |
| Previous Close: |
0.056 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.22% |
| 1 Month |
|
|
-65.00% |
| 3 Months |
|
|
-80.00% |
| YTD |
|
|
-91.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.067 |
0.056 |
| 1M High / 1M Low: |
0.160 |
0.056 |
| 6M High / 6M Low: |
0.680 |
0.056 |
| High (YTD): |
03/01/2024 |
0.680 |
| Low (YTD): |
28/06/2024 |
0.056 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.062 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.107 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.300 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
208.08% |
| Volatility 6M: |
|
173.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
