BNP Paribas Put 800 SLHN 19.06.2026
/ DE000PG445K2
BNP Paribas Put 800 SLHN 19.06.20.../ DE000PG445K2 /
9/3/2024 4:21:00 PM |
Chg.-0.070 |
Bid5:15:34 PM |
Ask5:15:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.840EUR |
-3.66% |
- Bid Size: - |
- Ask Size: - |
SWISS LIFE HOLDING A... |
800.00 CHF |
6/19/2026 |
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: |
6/19/2026 |
Issue date: |
7/30/2024 |
Last trading day: |
6/18/2026 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-3.75 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.24 |
Intrinsic value: |
1.24 |
Implied volatility: |
0.39 |
Historic volatility: |
0.19 |
Parity: |
1.24 |
Time value: |
0.69 |
Break-even: |
655.32 |
Moneyness: |
1.17 |
Premium: |
0.09 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.02 |
Spread %: |
1.05% |
Delta: |
-0.47 |
Theta: |
-0.06 |
Omega: |
-1.76 |
Rho: |
-9.55 |
Quote data
Open: |
1.800 |
High: |
1.920 |
Low: |
1.800 |
Previous Close: |
1.910 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-5.64% |
1 Month |
|
|
-17.49% |
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: |
|
- |