BNP Paribas Put 650 SLHN 20.12.2024
/ DE000PC21YT5
BNP Paribas Put 650 SLHN 20.12.20.../ DE000PC21YT5 /
28/06/2024 10:06:22 |
Chg.-0.010 |
Bid22:00:35 |
Ask22:00:35 |
Underlying |
Strike price |
Expiration date |
Option type |
0.300EUR |
-3.23% |
- 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: |
-22.72 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.28 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.20 |
Parity: |
-0.06 |
Time value: |
0.30 |
Break-even: |
645.21 |
Moneyness: |
0.99 |
Premium: |
0.05 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.01 |
Spread %: |
3.45% |
Delta: |
-0.40 |
Theta: |
-0.08 |
Omega: |
-9.03 |
Rho: |
-1.44 |
Quote data
Open: |
0.300 |
High: |
0.300 |
Low: |
0.300 |
Previous Close: |
0.310 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-11.76% |
1 Month |
|
|
-38.78% |
3 Months |
|
|
-55.22% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.340 |
0.300 |
1M High / 1M Low: |
0.490 |
0.300 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.318 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.405 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
106.40% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |