BNP Paribas Put 500 SLHN 20.12.20.../  DE000PN7C8S1  /

EUWAX
2024-09-24  10:16:21 AM Chg.-0.001 Bid5:20:00 PM Ask5:20:00 PM Underlying Strike price Expiration date Option type
0.008EUR -11.11% -
Bid Size: -
-
Ask Size: -
SWISS LIFE HOLDING A... 500.00 CHF 2024-12-20 Put
 

Master data

WKN: PN7C8S
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SWISS LIFE HOLDING AG N
Type: Warrant
Option type: Put
Strike price: 500.00 CHF
Maturity: 2024-12-20
Issue date: 2023-08-16
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -414.11
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.19
Parity: -2.14
Time value: 0.02
Break-even: 529.14
Moneyness: 0.71
Premium: 0.29
Premium p.a.: 1.91
Spread abs.: 0.01
Spread %: 125.00%
Delta: -0.03
Theta: -0.05
Omega: -12.38
Rho: -0.06
 

Quote data

Open: 0.008
High: 0.008
Low: 0.008
Previous Close: 0.009
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -27.27%
1 Month
  -57.89%
3 Months
  -80.95%
YTD
  -96.80%
1 Year
  -97.58%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.011 0.008
1M High / 1M Low: 0.018 0.008
6M High / 6M Low: 0.150 0.008
High (YTD): 2024-01-05 0.250
Low (YTD): 2024-09-20 0.008
52W High: 2023-10-23 0.400
52W Low: 2024-09-20 0.008
Avg. price 1W:   0.010
Avg. volume 1W:   0.000
Avg. price 1M:   0.013
Avg. volume 1M:   0.000
Avg. price 6M:   0.051
Avg. volume 6M:   0.000
Avg. price 1Y:   0.141
Avg. volume 1Y:   0.000
Volatility 1M:   202.95%
Volatility 6M:   204.87%
Volatility 1Y:   176.93%
Volatility 3Y:   -