BNP Paribas Put 500 SCMN 20.09.2024
/ DE000PN8TRU0
BNP Paribas Put 500 SCMN 20.09.20.../ DE000PN8TRU0 /
| 6/19/2024 12:57:47 PM |
Chg.-0.020 |
Bid5:20:02 PM |
Ask5:20:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.170EUR |
-10.53% |
-
Bid Size: - |
-
Ask Size: - |
SWISSCOM N |
500.00 CHF |
9/20/2024 |
Put |
Master data
| WKN: |
PN8TRU |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SWISSCOM N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
500.00 CHF |
| Maturity: |
9/20/2024 |
| Issue date: |
9/26/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-27.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.06 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.17 |
| Parity: |
0.06 |
| Time value: |
0.13 |
| Break-even: |
507.55 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
5.56% |
| Delta: |
-0.49 |
| Theta: |
-0.07 |
| Omega: |
-13.51 |
| Rho: |
-0.70 |
Quote data
| Open: |
0.180 |
| High: |
0.180 |
| Low: |
0.170 |
| Previous Close: |
0.190 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+6.25% |
| 3 Months |
|
|
-5.56% |
| YTD |
|
|
-51.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.190 |
0.170 |
| 1M High / 1M Low: |
0.230 |
0.130 |
| 6M High / 6M Low: |
0.390 |
0.090 |
| High (YTD): |
2/9/2024 |
0.390 |
| Low (YTD): |
3/28/2024 |
0.090 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.186 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.179 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.235 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
157.31% |
| Volatility 6M: |
|
160.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
