BNP Paribas Put 800 SLHN 19.06.2026
/ DE000PG445K2
BNP Paribas Put 800 SLHN 19.06.20.../ DE000PG445K2 /
10/14/2024 4:20:56 PM |
Chg.-0.050 |
Bid4:45:18 PM |
Ask4:45:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.680EUR |
-2.89% |
- 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: |
-4.32 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.06 |
Intrinsic value: |
1.02 |
Implied volatility: |
0.36 |
Historic volatility: |
0.18 |
Parity: |
1.02 |
Time value: |
0.72 |
Break-even: |
679.40 |
Moneyness: |
1.14 |
Premium: |
0.10 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.02 |
Spread %: |
1.16% |
Delta: |
-0.47 |
Theta: |
-0.07 |
Omega: |
-2.02 |
Rho: |
-8.84 |
Quote data
Open: |
1.710 |
High: |
1.710 |
Low: |
1.680 |
Previous Close: |
1.730 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-8.20% |
1 Month |
|
|
-9.68% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.830 |
1.730 |
1M High / 1M Low: |
1.860 |
1.690 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.780 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.766 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
37.81% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |