BNP Paribas Put 450 SCMN 20.09.2024
/ DE000PZ1AS56
BNP Paribas Put 450 SCMN 20.09.20.../ DE000PZ1AS56 /
| 22/05/2024 13:21:23 |
Chg.+0.001 |
Bid13:49:23 |
Ask13:49:23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.041EUR |
+2.50% |
0.040
Bid Size: 72,000 |
0.050
Ask Size: 72,000 |
SWISSCOM N |
450.00 CHF |
20/09/2024 |
Put |
Master data
| WKN: |
PZ1AS5 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SWISSCOM N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
450.00 CHF |
| Maturity: |
20/09/2024 |
| Issue date: |
13/11/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-100.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.17 |
| Parity: |
-0.47 |
| Time value: |
0.05 |
| Break-even: |
450.12 |
| Moneyness: |
0.91 |
| Premium: |
0.10 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.01 |
| Spread %: |
25.00% |
| Delta: |
-0.15 |
| Theta: |
-0.05 |
| Omega: |
-15.56 |
| Rho: |
-0.27 |
Quote data
| Open: |
0.040 |
| High: |
0.041 |
| Low: |
0.038 |
| Previous Close: |
0.040 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.14% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-49.38% |
| YTD |
|
|
-70.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.040 |
0.035 |
| 1M High / 1M Low: |
0.065 |
0.035 |
| 6M High / 6M Low: |
0.140 |
0.027 |
| High (YTD): |
09/02/2024 |
0.130 |
| Low (YTD): |
27/03/2024 |
0.027 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.038 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.048 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.088 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
157.78% |
| Volatility 6M: |
|
145.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
