BNP Paribas Put 700 SLHN 19.06.2026
/ DE000PG445J4
BNP Paribas Put 700 SLHN 19.06.20.../ DE000PG445J4 /
06/08/2024 16:21:00 |
Chg.-0.010 |
Bid17:06:13 |
Ask17:06:13 |
Underlying |
Strike price |
Expiration date |
Option type |
1.540EUR |
-0.65% |
- Bid Size: - |
- Ask Size: - |
SWISS LIFE HOLDING A... |
700.00 CHF |
19/06/2026 |
Put |
Master data
WKN: |
PG445J |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
SWISS LIFE HOLDING AG N |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
700.00 CHF |
Maturity: |
19/06/2026 |
Issue date: |
30/07/2024 |
Last trading day: |
18/06/2026 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-4.21 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.91 |
Intrinsic value: |
0.85 |
Implied volatility: |
0.38 |
Historic volatility: |
0.19 |
Parity: |
0.85 |
Time value: |
0.73 |
Break-even: |
592.12 |
Moneyness: |
1.13 |
Premium: |
0.11 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.06 |
Spread %: |
3.95% |
Delta: |
-0.44 |
Theta: |
-0.05 |
Omega: |
-1.84 |
Rho: |
-8.40 |
Quote data
Open: |
1.480 |
High: |
1.580 |
Low: |
1.480 |
Previous Close: |
1.550 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+32.76% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.550 |
1.160 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.403 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |