BNP Paribas Put 22 SCBGF 21.06.2024
/ DE000PN7BHW7
BNP Paribas Put 22 SCBGF 21.06.20.../ DE000PN7BHW7 /
| 10/05/2024 16:21:25 |
Chg.-0.020 |
Bid17:16:58 |
Ask17:16:58 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
-6.45% |
-
Bid Size: - |
-
Ask Size: - |
SIG GROUP AG |
22.00 - |
21/06/2024 |
Put |
Master data
| WKN: |
PN7BHW |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SIG GROUP AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
22.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
16/08/2023 |
| Last trading day: |
13/05/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.27 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.23 |
| Parity: |
0.27 |
| Time value: |
0.04 |
| Break-even: |
18.90 |
| Moneyness: |
1.14 |
| Premium: |
0.02 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.02 |
| Spread %: |
6.90% |
| Delta: |
-0.73 |
| Theta: |
-0.01 |
| Omega: |
-4.56 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.290 |
| High: |
0.320 |
| Low: |
0.290 |
| Previous Close: |
0.310 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-17.14% |
| 3 Months |
|
|
-35.56% |
| YTD |
|
|
-23.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.380 |
0.290 |
| 6M High / 6M Low: |
0.550 |
0.250 |
| High (YTD): |
28/02/2024 |
0.550 |
| Low (YTD): |
05/04/2024 |
0.250 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.336 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.374 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
129.65% |
| Volatility 6M: |
|
105.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
