BNP Paribas Put 650 SLHN 20.12.2024
/ DE000PC21YT5
BNP Paribas Put 650 SLHN 20.12.20.../ DE000PC21YT5 /
| 10/18/2024 4:21:03 PM |
Chg.-0.001 |
Bid5:13:11 PM |
Ask5:13:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.041EUR |
-2.38% |
-
Bid Size: - |
-
Ask Size: - |
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: |
-153.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.18 |
| Parity: |
-0.74 |
| Time value: |
0.05 |
| Break-even: |
686.62 |
| Moneyness: |
0.90 |
| Premium: |
0.10 |
| Premium p.a.: |
0.79 |
| Spread abs.: |
0.01 |
| Spread %: |
25.00% |
| Delta: |
-0.13 |
| Theta: |
-0.12 |
| Omega: |
-19.48 |
| Rho: |
-0.17 |
Quote data
| Open: |
0.040 |
| High: |
0.044 |
| Low: |
0.040 |
| Previous Close: |
0.042 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-39.71% |
| 1 Month |
|
|
-51.76% |
| 3 Months |
|
|
-82.92% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.059 |
0.041 |
| 1M High / 1M Low: |
0.110 |
0.041 |
| 6M High / 6M Low: |
0.820 |
0.041 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.048 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.079 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.306 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
129.40% |
| Volatility 6M: |
|
174.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
