BNP Paribas Put 550 SCMN 20.09.2024
/ DE000PN8TRW6
BNP Paribas Put 550 SCMN 20.09.20.../ DE000PN8TRW6 /
| 6/18/2024 9:21:25 AM |
Chg.-0.040 |
Bid9:22:18 AM |
Ask9:22:18 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
-6.67% |
0.570
Bid Size: 62,000 |
0.590
Ask Size: 62,000 |
SWISSCOM N |
550.00 CHF |
9/20/2024 |
Put |
Master data
| WKN: |
PN8TRW |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SWISSCOM N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
550.00 CHF |
| Maturity: |
9/20/2024 |
| Issue date: |
9/26/2023 |
| Last trading day: |
9/19/2024 |
| 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: |
0.560 |
| High: |
0.560 |
| Low: |
0.560 |
| Previous Close: |
0.600 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.82% |
| 1 Month |
|
|
+12.00% |
| 3 Months |
|
|
+14.29% |
| YTD |
|
|
-24.32% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.600 |
0.550 |
| 1M High / 1M Low: |
0.610 |
0.470 |
| 6M High / 6M Low: |
0.780 |
0.290 |
| High (YTD): |
2/9/2024 |
0.780 |
| Low (YTD): |
3/27/2024 |
0.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.580 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.558 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.578 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
70.26% |
| Volatility 6M: |
|
100.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
