BNP Paribas Put 110 HELN 20.09.2024
/ DE000PZ09N08
BNP Paribas Put 110 HELN 20.09.20.../ DE000PZ09N08 /
| 2024-06-03 9:45:22 AM |
Chg.-0.020 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.150EUR |
-11.76% |
-
Bid Size: - |
-
Ask Size: - |
HELVETIA HOLDING N |
110.00 CHF |
2024-09-20 |
Put |
Master data
| WKN: |
PZ09N0 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HELVETIA HOLDING N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
110.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-10 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-72.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.20 |
| Parity: |
-1.06 |
| Time value: |
0.17 |
| Break-even: |
110.67 |
| Moneyness: |
0.91 |
| Premium: |
0.10 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.01 |
| Spread %: |
6.25% |
| Delta: |
-0.19 |
| Theta: |
-0.02 |
| Omega: |
-13.74 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.150 |
| High: |
0.150 |
| Low: |
0.150 |
| Previous Close: |
0.170 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.14% |
| 1 Month |
|
|
-51.61% |
| 3 Months |
|
|
-51.61% |
| YTD |
|
|
-79.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.180 |
0.140 |
| 1M High / 1M Low: |
0.300 |
0.120 |
| 6M High / 6M Low: |
0.730 |
0.120 |
| High (YTD): |
2024-01-10 |
0.660 |
| Low (YTD): |
2024-05-23 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.162 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.182 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.401 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
204.50% |
| Volatility 6M: |
|
140.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
