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

EUWAX
2024-07-05  10:01:00 AM Chg.-0.010 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.160EUR -5.88% -
Bid Size: -
-
Ask Size: -
SWISS LIFE HOLDING A... 650.00 CHF 2024-09-20 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: 2024-09-20
Issue date: 2023-09-26
Last trading day: 2024-09-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -39.66
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.20
Parity: -0.05
Time value: 0.17
Break-even: 652.44
Moneyness: 0.99
Premium: 0.03
Premium p.a.: 0.16
Spread abs.: 0.01
Spread %: 6.25%
Delta: -0.41
Theta: -0.11
Omega: -16.35
Rho: -0.61
 

Quote data

Open: 0.160
High: 0.160
Low: 0.160
Previous Close: 0.170
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.11%
1 Month
  -48.39%
3 Months
  -77.14%
YTD
  -84.91%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.160
1M High / 1M Low: 0.380 0.160
6M High / 6M Low: 1.050 0.160
High (YTD): 2024-01-05 1.070
Low (YTD): 2024-07-05 0.160
52W High: - -
52W Low: - -
Avg. price 1W:   0.178
Avg. volume 1W:   0.000
Avg. price 1M:   0.250
Avg. volume 1M:   0.000
Avg. price 6M:   0.557
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   187.07%
Volatility 6M:   155.85%
Volatility 1Y:   -
Volatility 3Y:   -