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: |
|
- |