BNP Paribas Put 650 SLHN 20.12.2024
/ DE000PC21YT5
BNP Paribas Put 650 SLHN 20.12.20.../ DE000PC21YT5 /
| 10/16/2024 9:49:51 AM |
Chg.+0.003 |
Bid3:50:40 PM |
Ask3:50:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.053EUR |
+6.00% |
0.047
Bid Size: 100,000 |
0.057
Ask Size: 100,000 |
SWISS LIFE HOLDING A... |
650.00 CHF |
12/20/2024 |
Put |
Master data
| WKN: |
PC21YT |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SWISS LIFE HOLDING AG N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
650.00 CHF |
| Maturity: |
12/20/2024 |
| Issue date: |
1/5/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-124.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.18 |
| Parity: |
-0.65 |
| Time value: |
0.06 |
| Break-even: |
686.05 |
| Moneyness: |
0.91 |
| Premium: |
0.09 |
| Premium p.a.: |
0.66 |
| Spread abs.: |
0.01 |
| Spread %: |
19.61% |
| Delta: |
-0.15 |
| Theta: |
-0.12 |
| Omega: |
-18.86 |
| Rho: |
-0.22 |
Quote data
| Open: |
0.053 |
| High: |
0.053 |
| Low: |
0.053 |
| Previous Close: |
0.050 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-39.08% |
| 1 Month |
|
|
-55.83% |
| 3 Months |
|
|
-76.96% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.087 |
0.050 |
| 1M High / 1M Low: |
0.120 |
0.050 |
| 6M High / 6M Low: |
0.870 |
0.050 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.071 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.090 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.325 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
203.12% |
| Volatility 6M: |
|
191.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
