BNP Paribas Put 600 SLHN 21.03.2025
/ DE000PC702X3
BNP Paribas Put 600 SLHN 21.03.20.../ DE000PC702X3 /
| 7/29/2024 10:23:53 AM |
Chg.-0.020 |
Bid11:57:08 AM |
Ask11:57:08 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.160EUR |
-11.11% |
0.160
Bid Size: 100,000 |
0.170
Ask Size: 100,000 |
SWISS LIFE HOLDING A... |
600.00 CHF |
3/21/2025 |
Put |
Master data
| WKN: |
PC702X |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SWISS LIFE HOLDING AG N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
600.00 CHF |
| Maturity: |
3/21/2025 |
| Issue date: |
4/9/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-38.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.19 |
| Parity: |
-0.67 |
| Time value: |
0.18 |
| Break-even: |
607.44 |
| Moneyness: |
0.90 |
| Premium: |
0.12 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.01 |
| Spread %: |
5.88% |
| Delta: |
-0.22 |
| Theta: |
-0.06 |
| Omega: |
-8.52 |
| Rho: |
-1.10 |
Quote data
| Open: |
0.160 |
| High: |
0.160 |
| Low: |
0.160 |
| Previous Close: |
0.180 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-20.00% |
| 3 Months |
|
|
-65.22% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.190 |
0.160 |
| 1M High / 1M Low: |
0.220 |
0.140 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.170 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.170 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.22% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
