BNP Paribas Put 600 SLHN 20.12.2024
/ DE000PN7C8T9
BNP Paribas Put 600 SLHN 20.12.20.../ DE000PN7C8T9 /
18/10/2024 16:21:14 |
Chg.0.000 |
Bid16:57:25 |
Ask16:57:25 |
Underlying |
Strike price |
Expiration date |
Option type |
0.016EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
SWISS LIFE HOLDING A... |
600.00 CHF |
20/12/2024 |
Put |
Master data
WKN: |
PN7C8T |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
SWISS LIFE HOLDING AG N |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
600.00 CHF |
Maturity: |
20/12/2024 |
Issue date: |
16/08/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-306.40 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.18 |
Parity: |
-1.28 |
Time value: |
0.03 |
Break-even: |
635.91 |
Moneyness: |
0.83 |
Premium: |
0.17 |
Premium p.a.: |
1.52 |
Spread abs.: |
0.01 |
Spread %: |
66.67% |
Delta: |
-0.06 |
Theta: |
-0.09 |
Omega: |
-17.86 |
Rho: |
-0.08 |
Quote data
Open: |
0.015 |
High: |
0.017 |
Low: |
0.015 |
Previous Close: |
0.016 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-40.74% |
1 Month |
|
|
-55.56% |
3 Months |
|
|
-85.45% |
YTD |
|
|
-97.75% |
1 Year |
|
|
-98.07% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.023 |
0.016 |
1M High / 1M Low: |
0.045 |
0.016 |
6M High / 6M Low: |
0.490 |
0.016 |
High (YTD): |
03/01/2024 |
0.750 |
Low (YTD): |
18/10/2024 |
0.016 |
52W High: |
20/10/2023 |
0.940 |
52W Low: |
18/10/2024 |
0.016 |
Avg. price 1W: |
|
0.019 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.031 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.152 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.370 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
147.95% |
Volatility 6M: |
|
205.08% |
Volatility 1Y: |
|
164.55% |
Volatility 3Y: |
|
- |