BNP Paribas Put 650 SLHN 20.09.2024
/ DE000PN8TS21
BNP Paribas Put 650 SLHN 20.09.20.../ DE000PN8TS21 /
| 7/26/2024 10:12:06 AM |
Chg.- |
Bid9:26:53 AM |
Ask9:26:53 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
- |
0.100
Bid Size: 100,000 |
0.110
Ask Size: 100,000 |
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: |
-53.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.19 |
| Parity: |
-0.16 |
| 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: |
-0.34 |
| Theta: |
-0.16 |
| Omega: |
-18.22 |
| Rho: |
-0.38 |
Quote data
| Open: |
0.130 |
| High: |
0.130 |
| Low: |
0.130 |
| Previous Close: |
0.160 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.18% |
| 1 Month |
|
|
-27.78% |
| 3 Months |
|
|
-79.37% |
| YTD |
|
|
-87.74% |
| 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): |
1/5/2024 |
1.070 |
| Low (YTD): |
7/15/2024 |
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: |
|
- |
