BNP Paribas Put 700 SLHN 19.06.2026
/ DE000PG445J4
BNP Paribas Put 700 SLHN 19.06.20.../ DE000PG445J4 /
| 12/09/2024 10:24:17 |
Chg.-0.03 |
Bid14:42:22 |
Ask14:42:22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.04EUR |
-2.80% |
1.05
Bid Size: 50,000 |
1.07
Ask Size: 50,000 |
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: |
-6.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.04 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.19 |
| Parity: |
0.04 |
| Time value: |
1.07 |
| Break-even: |
634.88 |
| Moneyness: |
1.01 |
| Premium: |
0.14 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
1.83% |
| Delta: |
-0.36 |
| Theta: |
-0.06 |
| Omega: |
-2.43 |
| Rho: |
-6.72 |
Quote data
| Open: |
1.02 |
| High: |
1.04 |
| Low: |
1.02 |
| Previous Close: |
1.07 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.89% |
| 1 Month |
|
|
-20.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.12 |
1.02 |
| 1M High / 1M Low: |
1.30 |
1.02 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.07 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.16 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
52.75% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
