BNP Paribas Put 650 SLHN 20.12.2024
/ DE000PC21YT5
BNP Paribas Put 650 SLHN 20.12.20.../ DE000PC21YT5 /
09/08/2024 10:28:01 |
Chg.-0.090 |
Bid20:00:06 |
Ask20:00:06 |
Underlying |
Strike price |
Expiration date |
Option type |
0.340EUR |
-20.93% |
- Bid Size: - |
- Ask Size: - |
SWISS LIFE HOLDING A... |
650.00 CHF |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
05/01/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-19.30 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.33 |
Intrinsic value: |
0.13 |
Implied volatility: |
0.20 |
Historic volatility: |
0.19 |
Parity: |
0.13 |
Time value: |
0.22 |
Break-even: |
653.34 |
Moneyness: |
1.02 |
Premium: |
0.03 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.01 |
Spread %: |
2.94% |
Delta: |
-0.49 |
Theta: |
-0.09 |
Omega: |
-9.54 |
Rho: |
-1.33 |
Quote data
Open: |
0.350 |
High: |
0.350 |
Low: |
0.340 |
Previous Close: |
0.430 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+3.03% |
1 Month |
|
|
+61.90% |
3 Months |
|
|
-32.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.540 |
0.340 |
1M High / 1M Low: |
0.540 |
0.200 |
6M High / 6M Low: |
0.870 |
0.200 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.436 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.282 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.509 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
309.89% |
Volatility 6M: |
|
179.89% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |