BNP Paribas Put 120 HELN 20.09.2024
/ DE000PN8TMF2
BNP Paribas Put 120 HELN 20.09.20.../ DE000PN8TMF2 /
| 2024-06-03 10:08:11 AM |
Chg.-0.040 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
-8.70% |
-
Bid Size: - |
-
Ask Size: - |
HELVETIA HOLDING N |
120.00 CHF |
2024-09-20 |
Put |
Master data
| WKN: |
PN8TMF |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HELVETIA HOLDING N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-27.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.20 |
| Parity: |
-0.04 |
| Time value: |
0.44 |
| Break-even: |
118.18 |
| Moneyness: |
1.00 |
| Premium: |
0.04 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
2.33% |
| Delta: |
-0.42 |
| Theta: |
-0.02 |
| Omega: |
-11.88 |
| Rho: |
-0.17 |
Quote data
| Open: |
0.420 |
| High: |
0.420 |
| Low: |
0.420 |
| Previous Close: |
0.460 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.67% |
| 1 Month |
|
|
-40.00% |
| 3 Months |
|
|
-28.81% |
| YTD |
|
|
-67.69% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.360 |
| 1M High / 1M Low: |
0.700 |
0.330 |
| 6M High / 6M Low: |
1.300 |
0.330 |
| High (YTD): |
2024-01-04 |
1.190 |
| Low (YTD): |
2024-05-23 |
0.330 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.426 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.474 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.791 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
157.14% |
| Volatility 6M: |
|
118.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
