BNP Paribas Put 450 SCMN 20.09.2024
/ DE000PZ1AS56
BNP Paribas Put 450 SCMN 20.09.20.../ DE000PZ1AS56 /
19/06/2024 09:52:56 |
Chg.-0.002 |
Bid13:20:40 |
Ask13:20:40 |
Underlying |
Strike price |
Expiration date |
Option type |
0.036EUR |
-5.26% |
0.035 Bid Size: 76,000 |
0.045 Ask Size: 76,000 |
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: |
-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: |
0.036 |
Previous Close: |
0.038 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+5.88% |
1 Month |
|
|
-7.69% |
3 Months |
|
|
-34.55% |
YTD |
|
|
-74.29% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.038 |
0.034 |
1M High / 1M Low: |
0.048 |
0.025 |
6M High / 6M Low: |
0.140 |
0.025 |
High (YTD): |
07/02/2024 |
0.140 |
Low (YTD): |
05/06/2024 |
0.025 |
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: |
|
149.66% |
Volatility 6M: |
|
168.00% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |