BNP Paribas Put 18 SIGN 21.06.2024
/ DE000PZ1APE9
BNP Paribas Put 18 SIGN 21.06.202.../ DE000PZ1APE9 /
| 6/6/2024 9:47:56 AM |
Chg.+0.003 |
Bid4:35:58 PM |
Ask4:35:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.065EUR |
+4.84% |
0.076
Bid Size: 40,200 |
0.096
Ask Size: 40,200 |
SIG Group N |
18.00 CHF |
6/21/2024 |
Put |
Master data
| WKN: |
PZ1APE |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SIG Group N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
18.00 CHF |
| Maturity: |
6/21/2024 |
| Issue date: |
11/13/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-20.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.07 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.23 |
| Parity: |
0.07 |
| Time value: |
0.02 |
| Break-even: |
17.66 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.02 |
| Spread %: |
29.41% |
| Delta: |
-0.70 |
| Theta: |
-0.01 |
| Omega: |
-14.10 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.065 |
| High: |
0.065 |
| Low: |
0.065 |
| Previous Close: |
0.062 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+225.00% |
| 1 Month |
|
|
+47.73% |
| 3 Months |
|
|
-45.83% |
| YTD |
|
|
-40.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.062 |
0.009 |
| 1M High / 1M Low: |
0.062 |
0.008 |
| 6M High / 6M Low: |
0.170 |
0.008 |
| High (YTD): |
2/12/2024 |
0.170 |
| Low (YTD): |
5/22/2024 |
0.008 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.039 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.024 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.084 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,401.77% |
| Volatility 6M: |
|
598.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
