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

EUWAX
29/07/2024  10:22:03 Chg.-0.030 Bid10:51:54 Ask10:51:54 Underlying Strike price Expiration date Option type
0.100EUR -23.08% 0.100
Bid Size: 100,000		 0.110
Ask Size: 100,000		 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: -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: 664.56
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: -18.48
Rho: -0.37
 

Quote data

Open: 0.100
High: 0.100
Low: 0.100
Previous Close: 0.130
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.09%
1 Month
  -44.44%
3 Months
  -84.13%
YTD
  -90.57%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.100
1M High / 1M Low: 0.220 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:   0.122
Avg. volume 1W:   0.000
Avg. price 1M:   0.131
Avg. volume 1M:   0.000
Avg. price 6M:   0.458
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   310.75%
Volatility 6M:   187.07%
Volatility 1Y:   -
Volatility 3Y:   -