BNP Paribas Put 20 SIGN 21.06.2024
/ DE000PN7BHV9
BNP Paribas Put 20 SIGN 21.06.202.../ DE000PN7BHV9 /
| 05/06/2024 10:17:48 |
Chg.- |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
SIG Group N |
20.00 CHF |
21/06/2024 |
Put |
Master data
| WKN: |
PN7BHV |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SIG Group N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
20.00 CHF |
| Maturity: |
21/06/2024 |
| Issue date: |
16/08/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.26 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.23 |
| Parity: |
0.26 |
| Time value: |
0.02 |
| Break-even: |
17.85 |
| Moneyness: |
1.14 |
| Premium: |
0.01 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.04 |
| Spread %: |
16.67% |
| Delta: |
-0.82 |
| Theta: |
-0.02 |
| Omega: |
-5.29 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.240 |
| High: |
0.240 |
| Low: |
0.240 |
| Previous Close: |
0.230 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+71.43% |
| 1 Month |
|
|
+50.00% |
| 3 Months |
|
|
-7.69% |
| YTD |
|
|
+9.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
0.110 |
| 1M High / 1M Low: |
0.240 |
0.079 |
| 6M High / 6M Low: |
0.340 |
0.079 |
| High (YTD): |
28/02/2024 |
0.340 |
| Low (YTD): |
22/05/2024 |
0.079 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.188 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.131 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.200 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
426.62% |
| Volatility 6M: |
|
224.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
