BNP Paribas Put 650 SLHN 20.09.2024
/ DE000PN8TS21
BNP Paribas Put 650 SLHN 20.09.20.../ DE000PN8TS21 /
| 02/09/2024 15:53:01 |
Chg.+0.001 |
Bid22:00:28 |
Ask22:00:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.029EUR |
+3.57% |
-
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: |
-144.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.19 |
| Parity: |
-0.32 |
| Time value: |
0.05 |
| Break-even: |
687.00 |
| Moneyness: |
0.96 |
| Premium: |
0.05 |
| Premium p.a.: |
1.72 |
| Spread abs.: |
0.02 |
| Spread %: |
66.67% |
| Delta: |
-0.20 |
| Theta: |
-0.32 |
| Omega: |
-29.64 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.028 |
| High: |
0.029 |
| Low: |
0.028 |
| Previous Close: |
0.028 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-46.30% |
| 1 Month |
|
|
-85.50% |
| 3 Months |
|
|
-92.56% |
| YTD |
|
|
-97.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.054 |
0.028 |
| 1M High / 1M Low: |
0.420 |
0.028 |
| 6M High / 6M Low: |
0.820 |
0.028 |
| High (YTD): |
05/01/2024 |
1.070 |
| Low (YTD): |
30/08/2024 |
0.028 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.044 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.141 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.356 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
492.39% |
| Volatility 6M: |
|
304.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
