BNP Paribas Put 800 SLHN 19.06.2026
/ DE000PG445K2
BNP Paribas Put 800 SLHN 19.06.20.../ DE000PG445K2 /
| 07/08/2024 10:06:34 |
Chg.-0.03 |
Bid17:20:02 |
Ask17:20:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.30EUR |
-1.29% |
-
Bid Size: - |
-
Ask Size: - |
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: |
-2.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.99 |
| Intrinsic value: |
1.99 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.19 |
| Parity: |
1.99 |
| Time value: |
0.43 |
| Break-even: |
617.54 |
| Moneyness: |
1.30 |
| Premium: |
0.07 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.04 |
| Spread %: |
1.68% |
| Delta: |
-0.53 |
| Theta: |
-0.05 |
| Omega: |
-1.45 |
| Rho: |
-11.05 |
Quote data
| Open: |
2.31 |
| High: |
2.31 |
| Low: |
2.30 |
| Previous Close: |
2.33 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.79% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.45 |
1.92 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.21 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
