BNP Paribas Put 550 SLHN 20.09.2024
/ DE000PN8TSZ7
BNP Paribas Put 550 SLHN 20.09.20.../ DE000PN8TSZ7 /
2024-06-21 9:58:46 AM |
Chg.0.000 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.031EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
SWISS LIFE HOLDING A... |
550.00 CHF |
2024-09-20 |
Put |
Master data
WKN: |
PN8TSZ |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
SWISS LIFE HOLDING AG N |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
550.00 CHF |
Maturity: |
2024-09-20 |
Issue date: |
2023-09-26 |
Last trading day: |
2024-09-19 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-170.40 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.20 |
Parity: |
-1.06 |
Time value: |
0.04 |
Break-even: |
571.19 |
Moneyness: |
0.84 |
Premium: |
0.16 |
Premium p.a.: |
0.84 |
Spread abs.: |
0.01 |
Spread %: |
33.33% |
Delta: |
-0.09 |
Theta: |
-0.08 |
Omega: |
-14.81 |
Rho: |
-0.16 |
Quote data
Open: |
0.031 |
High: |
0.031 |
Low: |
0.031 |
Previous Close: |
0.031 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-44.64% |
1 Month |
|
|
-48.33% |
3 Months |
|
|
-65.56% |
YTD |
|
|
-91.39% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.049 |
0.031 |
1M High / 1M Low: |
0.060 |
0.031 |
6M High / 6M Low: |
0.370 |
0.031 |
High (YTD): |
2024-01-05 |
0.370 |
Low (YTD): |
2024-06-21 |
0.031 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.038 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.046 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.153 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
196.68% |
Volatility 6M: |
|
201.66% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |