BNP Paribas Put 700 SLHN 20.12.2024
/ DE000PC5CT17
BNP Paribas Put 700 SLHN 20.12.20.../ DE000PC5CT17 /
| 2024-11-12 4:21:19 PM |
Chg.+0.050 |
Bid5:11:34 PM |
Ask5:11:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.140EUR |
+55.56% |
-
Bid Size: - |
-
Ask Size: - |
SWISS LIFE HOLDING A... |
700.00 CHF |
2024-12-20 |
Put |
Master data
| WKN: |
PC5CT1 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SWISS LIFE HOLDING AG N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
700.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-20 |
| Last trading day: |
2024-12-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-77.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.18 |
| Parity: |
-0.26 |
| Time value: |
0.10 |
| Break-even: |
735.90 |
| Moneyness: |
0.97 |
| Premium: |
0.05 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.01 |
| Spread %: |
11.11% |
| Delta: |
-0.28 |
| Theta: |
-0.22 |
| Omega: |
-21.97 |
| Rho: |
-0.24 |
Quote data
| Open: |
0.120 |
| High: |
0.140 |
| Low: |
0.120 |
| Previous Close: |
0.090 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.67% |
| 1 Month |
|
|
-30.00% |
| 3 Months |
|
|
-77.42% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.150 |
0.088 |
| 1M High / 1M Low: |
0.230 |
0.088 |
| 6M High / 6M Low: |
0.900 |
0.088 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.107 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.149 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.466 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
327.69% |
| Volatility 6M: |
|
183.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
