BNP Paribas Put 600 SLHN 20.09.2024
/ DE000PN8TS13
BNP Paribas Put 600 SLHN 20.09.20.../ DE000PN8TS13 /
| 7/5/2024 10:01:00 AM |
Chg.-0.005 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.047EUR |
-9.62% |
-
Bid Size: - |
-
Ask Size: - |
SWISS LIFE HOLDING A... |
600.00 CHF |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
9/26/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-114.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.20 |
| Parity: |
-0.56 |
| Time value: |
0.06 |
| Break-even: |
612.05 |
| Moneyness: |
0.92 |
| Premium: |
0.09 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.01 |
| Spread %: |
20.41% |
| Delta: |
-0.16 |
| Theta: |
-0.10 |
| Omega: |
-18.19 |
| Rho: |
-0.24 |
Quote data
| Open: |
0.047 |
| High: |
0.047 |
| Low: |
0.047 |
| Previous Close: |
0.052 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.54% |
| 1 Month |
|
|
-60.83% |
| 3 Months |
|
|
-87.30% |
| YTD |
|
|
-92.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.068 |
0.047 |
| 1M High / 1M Low: |
0.150 |
0.047 |
| 6M High / 6M Low: |
0.640 |
0.047 |
| High (YTD): |
1/5/2024 |
0.660 |
| Low (YTD): |
7/5/2024 |
0.047 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.055 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.088 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.282 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
224.22% |
| Volatility 6M: |
|
193.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
