BNP Paribas Put 800 SLHN 19.06.2026
/ DE000PG445K2
BNP Paribas Put 800 SLHN 19.06.20.../ DE000PG445K2 /
| 04/09/2024 09:20:33 |
Chg.-0.040 |
Bid10:16:45 |
Ask10:16:45 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.800EUR |
-2.17% |
1.820
Bid Size: 36,250 |
1.840
Ask Size: 36,250 |
SWISS LIFE HOLDING A... |
800.00 CHF |
19/06/2026 |
Put |
Master data
| WKN: |
PG445K |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SWISS LIFE HOLDING AG N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
800.00 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: |
-3.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.17 |
| Intrinsic value: |
1.17 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.19 |
| Parity: |
1.17 |
| Time value: |
0.68 |
| Break-even: |
666.89 |
| Moneyness: |
1.16 |
| Premium: |
0.09 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
1.09% |
| Delta: |
-0.47 |
| Theta: |
-0.06 |
| Omega: |
-1.86 |
| Rho: |
-9.46 |
Quote data
| Open: |
1.800 |
| High: |
1.800 |
| Low: |
1.800 |
| Previous Close: |
1.840 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.69% |
| 1 Month |
|
|
-19.28% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.950 |
1.840 |
| 1M High / 1M Low: |
2.420 |
1.840 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.912 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.060 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
35.29% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
