BNP Paribas Put 700 SLHN 20.09.2024
/ DE000PC6M9Q5
BNP Paribas Put 700 SLHN 20.09.20.../ DE000PC6M9Q5 /
| 30/07/2024 10:07:04 |
Chg.+0.030 |
Bid11:52:10 |
Ask11:52:10 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
+8.33% |
0.370
Bid Size: 38,500 |
0.380
Ask Size: 38,500 |
SWISS LIFE HOLDING A... |
700.00 CHF |
20/09/2024 |
Put |
Master data
| WKN: |
PC6M9Q |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SWISS LIFE HOLDING AG N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
700.00 CHF |
| Maturity: |
20/09/2024 |
| Issue date: |
14/03/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-16.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.19 |
| Parity: |
0.37 |
| Time value: |
0.04 |
| Break-even: |
689.00 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
2.50% |
| Delta: |
-0.74 |
| Theta: |
-0.10 |
| Omega: |
-12.44 |
| Rho: |
-0.79 |
Quote data
| Open: |
0.390 |
| High: |
0.390 |
| Low: |
0.390 |
| Previous Close: |
0.360 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.43% |
| 1 Month |
|
|
-18.75% |
| 3 Months |
|
|
-63.21% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.350 |
| 1M High / 1M Low: |
0.560 |
0.300 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.394 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.398 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
202.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
