BNP Paribas Put 450 SCMN 20.09.2024
/ DE000PZ1AS56
BNP Paribas Put 450 SCMN 20.09.20.../ DE000PZ1AS56 /
| 2024-06-19 10:21:40 AM |
Chg.-0.001 |
Bid11:09:38 AM |
Ask11:09:38 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.035EUR |
-2.78% |
0.035
Bid Size: 74,000 |
0.045
Ask Size: 74,000 |
SWISSCOM N |
450.00 CHF |
2024-09-20 |
Put |
Master data
| WKN: |
PZ1AS5 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SWISSCOM N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
450.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-13 |
| Last trading day: |
2024-09-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-113.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.17 |
| Parity: |
-0.47 |
| Time value: |
0.05 |
| Break-even: |
469.29 |
| Moneyness: |
0.91 |
| Premium: |
0.10 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.01 |
| Spread %: |
27.78% |
| Delta: |
-0.15 |
| Theta: |
-0.06 |
| Omega: |
-17.28 |
| Rho: |
-0.21 |
Quote data
| Open: |
0.036 |
| High: |
0.036 |
| Low: |
0.035 |
| Previous Close: |
0.036 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.41% |
| 1 Month |
|
|
-7.89% |
| 3 Months |
|
|
-35.19% |
| YTD |
|
|
-75.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.040 |
0.036 |
| 1M High / 1M Low: |
0.047 |
0.026 |
| 6M High / 6M Low: |
0.140 |
0.026 |
| High (YTD): |
2024-02-09 |
0.130 |
| Low (YTD): |
2024-06-05 |
0.026 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.037 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.037 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.074 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.74% |
| Volatility 6M: |
|
150.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
