BNP Paribas Put 650 SLHN 20.09.20.../  DE000PN8TS21  /

Frankfurt Zert./BNP
7/30/2024  4:21:05 PM Chg.-0.020 Bid4:54:30 PM Ask4:54:30 PM Underlying Strike price Expiration date Option type
0.100EUR -16.67% -
Bid Size: -
-
Ask Size: -
SWISS LIFE HOLDING A... 650.00 CHF 9/20/2024 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: 9/20/2024
Issue date: 9/26/2023
Last trading day: 9/19/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -53.29
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.19
Parity: -0.15
Time value: 0.13
Break-even: 664.85
Moneyness: 0.98
Premium: 0.04
Premium p.a.: 0.32
Spread abs.: 0.01
Spread %: 8.33%
Delta: -0.35
Theta: -0.16
Omega: -18.57
Rho: -0.36
 

Quote data

Open: 0.110
High: 0.120
Low: 0.100
Previous Close: 0.120
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -41.18%
3 Months
  -83.87%
YTD
  -90.48%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.100
1M High / 1M Low: 0.200 0.090
6M High / 6M Low: 0.800 0.090
High (YTD): 1/3/2024 1.090
Low (YTD): 7/22/2024 0.090
52W High: - -
52W Low: - -
Avg. price 1W:   0.120
Avg. volume 1W:   0.000
Avg. price 1M:   0.124
Avg. volume 1M:   0.000
Avg. price 6M:   0.453
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   274.34%
Volatility 6M:   179.70%
Volatility 1Y:   -
Volatility 3Y:   -