BNP Paribas Put 18 SIGN 20.09.2024
/ DE000PZ1APF6
BNP Paribas Put 18 SIGN 20.09.202.../ DE000PZ1APF6 /
| 6/10/2024 9:51:36 AM |
Chg.- |
Bid9:07:17 AM |
Ask9:07:17 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.140EUR |
- |
0.140
Bid Size: 50,800 |
0.150
Ask Size: 50,800 |
SIG Group N |
18.00 CHF |
9/20/2024 |
Put |
Master data
| WKN: |
PZ1APF |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SIG Group N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
18.00 CHF |
| Maturity: |
9/20/2024 |
| Issue date: |
11/13/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-12.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.07 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.23 |
| Parity: |
0.07 |
| Time value: |
0.07 |
| Break-even: |
17.19 |
| Moneyness: |
1.04 |
| Premium: |
0.04 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
7.69% |
| Delta: |
-0.55 |
| Theta: |
0.00 |
| Omega: |
-7.01 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.140 |
| High: |
0.140 |
| Low: |
0.140 |
| Previous Close: |
0.130 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.67% |
| 1 Month |
|
|
+86.67% |
| 3 Months |
|
|
-6.67% |
| YTD |
|
|
-6.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.140 |
0.120 |
| 1M High / 1M Low: |
0.140 |
0.053 |
| 6M High / 6M Low: |
0.200 |
0.053 |
| High (YTD): |
2/28/2024 |
0.200 |
| Low (YTD): |
5/22/2024 |
0.053 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.128 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.082 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.125 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
301.41% |
| Volatility 6M: |
|
172.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
