BNP Paribas Put 700 SLHN 19.09.2025
/ DE000PG42A13
BNP Paribas Put 700 SLHN 19.09.20.../ DE000PG42A13 /
9/2/2024 4:21:03 PM |
Chg.-0.010 |
Bid5:18:34 PM |
Ask5:18:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.790EUR |
-1.25% |
- Bid Size: - |
- Ask Size: - |
SWISS LIFE HOLDING A... |
700.00 CHF |
9/19/2025 |
Put |
Master data
WKN: |
PG42A1 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
SWISS LIFE HOLDING AG N |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
700.00 CHF |
Maturity: |
9/19/2025 |
Issue date: |
7/29/2024 |
Last trading day: |
9/18/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-8.93 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.53 |
Intrinsic value: |
0.22 |
Implied volatility: |
0.29 |
Historic volatility: |
0.19 |
Parity: |
0.22 |
Time value: |
0.59 |
Break-even: |
664.23 |
Moneyness: |
1.03 |
Premium: |
0.08 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.01 |
Spread %: |
1.25% |
Delta: |
-0.43 |
Theta: |
-0.07 |
Omega: |
-3.85 |
Rho: |
-4.11 |
Quote data
Open: |
0.790 |
High: |
0.790 |
Low: |
0.780 |
Previous Close: |
0.800 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-5.95% |
1 Month |
|
|
-24.76% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.840 |
0.790 |
1M High / 1M Low: |
1.230 |
0.790 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.808 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.925 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
56.51% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |