BNP Paribas Put 550 SCMN 20.09.2024
/ DE000PN8TRW6
BNP Paribas Put 550 SCMN 20.09.20.../ DE000PN8TRW6 /
17/06/2024 16:21:26 |
Chg.+0.020 |
Bid16:52:46 |
Ask16:52:46 |
Underlying |
Strike price |
Expiration date |
Option type |
0.600EUR |
+3.45% |
- Bid Size: - |
- Ask Size: - |
SWISSCOM N |
550.00 CHF |
20/09/2024 |
Put |
Master data
WKN: |
PN8TRW |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
SWISSCOM N |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
550.00 CHF |
Maturity: |
20/09/2024 |
Issue date: |
26/09/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-8.63 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.60 |
Intrinsic value: |
0.60 |
Implied volatility: |
0.21 |
Historic volatility: |
0.17 |
Parity: |
0.60 |
Time value: |
0.00 |
Break-even: |
517.18 |
Moneyness: |
1.12 |
Premium: |
0.00 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.02 |
Spread %: |
3.45% |
Delta: |
-0.81 |
Theta: |
-0.03 |
Omega: |
-6.96 |
Rho: |
-1.24 |
Quote data
Open: |
0.580 |
High: |
0.600 |
Low: |
0.570 |
Previous Close: |
0.580 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+13.21% |
1 Month |
|
|
+20.00% |
3 Months |
|
|
+25.00% |
YTD |
|
|
-18.92% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.590 |
0.530 |
1M High / 1M Low: |
0.610 |
0.470 |
6M High / 6M Low: |
0.780 |
0.290 |
High (YTD): |
09/02/2024 |
0.780 |
Low (YTD): |
27/03/2024 |
0.290 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.566 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.552 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.578 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
70.38% |
Volatility 6M: |
|
101.19% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |