BNP Paribas Put 600 SLHN 20.12.2024
/ DE000PN7C8T9
BNP Paribas Put 600 SLHN 20.12.20.../ DE000PN7C8T9 /
| 7/5/2024 10:01:22 AM |
Chg.0.000 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
SWISS LIFE HOLDING A... |
600.00 CHF |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
8/16/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-48.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.20 |
| Parity: |
-0.59 |
| Time value: |
0.14 |
| Break-even: |
602.52 |
| Moneyness: |
0.91 |
| Premium: |
0.11 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.01 |
| Spread %: |
7.69% |
| Delta: |
-0.22 |
| Theta: |
-0.08 |
| Omega: |
-10.52 |
| Rho: |
-0.74 |
Quote data
| Open: |
0.130 |
| High: |
0.130 |
| Low: |
0.130 |
| Previous Close: |
0.130 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.14% |
| 1 Month |
|
|
-40.91% |
| 3 Months |
|
|
-71.11% |
| YTD |
|
|
-81.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.160 |
0.130 |
| 1M High / 1M Low: |
0.250 |
0.130 |
| 6M High / 6M Low: |
0.710 |
0.130 |
| High (YTD): |
1/5/2024 |
0.730 |
| Low (YTD): |
7/5/2024 |
0.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.138 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.181 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.365 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.41% |
| Volatility 6M: |
|
144.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
