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BNP Paribas Put 500 SLHN 20.06.20.../  DE000PC1L6V7  /

Frankfurt Zert./BNP
2024-09-24  4:21:25 PM Chg.-0.003 Bid4:21:56 PM Ask4:21:56 PM Underlying Strike price Expiration date Option type
0.053EUR -5.36% 0.054
Bid Size: 100,000		 0.064
Ask Size: 100,000		 SWISS LIFE HOLDING A... 500.00 CHF 2025-06-20 Put
 

Master data

WKN: PC1L6V
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SWISS LIFE HOLDING AG N
Type: Warrant
Option type: Put
Strike price: 500.00 CHF
Maturity: 2025-06-20
Issue date: 2023-12-11
Last trading day: 2025-06-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -112.94
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.19
Parity: -2.14
Time value: 0.07
Break-even: 524.34
Moneyness: 0.71
Premium: 0.30
Premium p.a.: 0.42
Spread abs.: 0.01
Spread %: 17.86%
Delta: -0.07
Theta: -0.04
Omega: -7.63
Rho: -0.42
 

Quote data

Open: 0.052
High: 0.054
Low: 0.052
Previous Close: 0.056
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -7.02%
1 Month
  -35.37%
3 Months
  -51.82%
YTD
  -87.38%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.062 0.055
1M High / 1M Low: 0.082 0.055
6M High / 6M Low: 0.280 0.055
High (YTD): 2024-01-03 0.440
Low (YTD): 2024-09-19 0.055
52W High: - -
52W Low: - -
Avg. price 1W:   0.057
Avg. volume 1W:   0.000
Avg. price 1M:   0.068
Avg. volume 1M:   0.000
Avg. price 6M:   0.140
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   115.11%
Volatility 6M:   140.95%
Volatility 1Y:   -
Volatility 3Y:   -