BNP Paribas Put 22 SIGN 20.09.2024
/ DE000PN8TR63
BNP Paribas Put 22 SIGN 20.09.202.../ DE000PN8TR63 /
| 2024-05-08 4:21:08 PM |
Chg.-0.030 |
Bid5:05:33 PM |
Ask5:05:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
-8.33% |
-
Bid Size: - |
-
Ask Size: - |
SIG Group N |
22.00 CHF |
2024-09-20 |
Put |
Master data
| WKN: |
PN8TR6 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SIG Group N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
22.00 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: |
-4.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.36 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.23 |
| Parity: |
0.36 |
| Time value: |
0.02 |
| Break-even: |
18.72 |
| Moneyness: |
1.19 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
5.56% |
| Delta: |
-0.74 |
| Theta: |
0.00 |
| Omega: |
-3.70 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.350 |
| High: |
0.360 |
| Low: |
0.330 |
| Previous Close: |
0.360 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.81% |
| 1 Month |
|
|
+6.45% |
| 3 Months |
|
|
-32.65% |
| YTD |
|
|
-19.51% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.390 |
0.340 |
| 1M High / 1M Low: |
0.390 |
0.300 |
| 6M High / 6M Low: |
0.550 |
0.270 |
| High (YTD): |
2024-02-28 |
0.550 |
| Low (YTD): |
2024-04-05 |
0.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.362 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.348 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.389 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.34% |
| Volatility 6M: |
|
86.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
