BNP Paribas Put 250 UHR 20.12.2024
/ DE000PN7C9B5
BNP Paribas Put 250 UHR 20.12.202.../ DE000PN7C9B5 /
20/06/2024 16:21:00 |
Chg.+0.390 |
Bid17:19:15 |
Ask17:19:15 |
Underlying |
Strike price |
Expiration date |
Option type |
6.630EUR |
+6.25% |
- Bid Size: - |
- Ask Size: - |
SWATCH GROUP I |
250.00 CHF |
20/12/2024 |
Put |
Master data
WKN: |
PN7C9B |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
SWATCH GROUP I |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
250.00 CHF |
Maturity: |
20/12/2024 |
Issue date: |
16/08/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-3.18 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.29 |
Intrinsic value: |
6.29 |
Implied volatility: |
0.36 |
Historic volatility: |
0.27 |
Parity: |
6.29 |
Time value: |
0.00 |
Break-even: |
200.19 |
Moneyness: |
1.31 |
Premium: |
0.00 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.04 |
Spread %: |
0.64% |
Delta: |
-0.81 |
Theta: |
-0.02 |
Omega: |
-2.58 |
Rho: |
-1.13 |
Quote data
Open: |
6.370 |
High: |
6.630 |
Low: |
6.260 |
Previous Close: |
6.240 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+3.43% |
1 Month |
|
|
+26.05% |
3 Months |
|
|
+10.50% |
YTD |
|
|
+66.58% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.930 |
6.240 |
1M High / 1M Low: |
6.930 |
5.530 |
6M High / 6M Low: |
6.930 |
3.840 |
High (YTD): |
17/06/2024 |
6.930 |
Low (YTD): |
19/02/2024 |
4.400 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.564 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
6.186 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
5.554 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
69.79% |
Volatility 6M: |
|
78.76% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |