BNP Paribas Put 650 SLHN 20.09.2024
/ DE000PN8TS21
BNP Paribas Put 650 SLHN 20.09.20.../ DE000PN8TS21 /
| 09/08/2024 10:22:40 |
Chg.-0.100 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
-32.26% |
-
Bid Size: - |
-
Ask Size: - |
SWISS LIFE HOLDING A... |
650.00 CHF |
20/09/2024 |
Put |
Master data
| WKN: |
PN8TS2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SWISS LIFE HOLDING AG N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
650.00 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: |
-30.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.13 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.19 |
| Parity: |
0.13 |
| Time value: |
0.09 |
| Break-even: |
666.34 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
4.76% |
| Delta: |
-0.58 |
| Theta: |
-0.15 |
| Omega: |
-17.91 |
| Rho: |
-0.47 |
Quote data
| Open: |
0.220 |
| High: |
0.220 |
| Low: |
0.210 |
| Previous Close: |
0.310 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.00% |
| 1 Month |
|
|
+110.00% |
| 3 Months |
|
|
-50.00% |
| YTD |
|
|
-80.19% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.210 |
| 1M High / 1M Low: |
0.420 |
0.088 |
| 6M High / 6M Low: |
0.820 |
0.088 |
| High (YTD): |
05/01/2024 |
1.070 |
| Low (YTD): |
15/07/2024 |
0.088 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.310 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.161 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.419 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
583.97% |
| Volatility 6M: |
|
289.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
