BNP Paribas Put 22 SIGN 20.09.2024
/ DE000PN8TR63
BNP Paribas Put 22 SIGN 20.09.202.../ DE000PN8TR63 /
| 05/06/2024 10:17:35 |
Chg.- |
Bid09:52:24 |
Ask09:52:24 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
- |
0.470
Bid Size: 30,700 |
0.490
Ask Size: 30,700 |
SIG Group N |
22.00 CHF |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
26/09/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.48 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.23 |
| Parity: |
0.48 |
| Time value: |
0.01 |
| Break-even: |
17.75 |
| Moneyness: |
1.27 |
| Premium: |
0.01 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.02 |
| Spread %: |
4.26% |
| Delta: |
-0.82 |
| Theta: |
0.00 |
| Omega: |
-3.00 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.460 |
| High: |
0.460 |
| Low: |
0.460 |
| Previous Close: |
0.460 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.43% |
| 1 Month |
|
|
+24.32% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
+15.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.330 |
| 1M High / 1M Low: |
0.460 |
0.280 |
| 6M High / 6M Low: |
0.540 |
0.280 |
| High (YTD): |
28/02/2024 |
0.540 |
| Low (YTD): |
23/05/2024 |
0.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.408 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.338 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.393 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
143.03% |
| Volatility 6M: |
|
97.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
