BNP Paribas Put 220 UHR 20.09.2024
/ DE000PZ1EX14
BNP Paribas Put 220 UHR 20.09.202.../ DE000PZ1EX14 /
| 2024-06-21 4:21:02 PM |
Chg.-0.020 |
Bid5:18:16 PM |
Ask5:18:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.530EUR |
-0.56% |
-
Bid Size: - |
-
Ask Size: - |
SWATCH GROUP I |
220.00 CHF |
2024-09-20 |
Put |
Master data
| WKN: |
PZ1EX1 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SWATCH GROUP I |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
220.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-15 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.47 |
| Intrinsic value: |
3.47 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.27 |
| Parity: |
3.47 |
| Time value: |
0.06 |
| Break-even: |
194.78 |
| Moneyness: |
1.18 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.04 |
| Spread %: |
1.15% |
| Delta: |
-0.83 |
| Theta: |
-0.02 |
| Omega: |
-4.57 |
| Rho: |
-0.48 |
Quote data
| Open: |
3.490 |
| High: |
3.630 |
| Low: |
3.490 |
| Previous Close: |
3.550 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.83% |
| 1 Month |
|
|
+15.36% |
| 3 Months |
|
|
+15.36% |
| YTD |
|
|
+90.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.840 |
3.170 |
| 1M High / 1M Low: |
3.840 |
2.760 |
| 6M High / 6M Low: |
3.840 |
1.850 |
| High (YTD): |
2024-06-17 |
3.840 |
| Low (YTD): |
2024-02-19 |
2.030 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.468 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.266 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.874 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
123.47% |
| Volatility 6M: |
|
124.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
