BNP Paribas Put 600 SCMN 20.12.2024
/ DE000PN8TRX4
BNP Paribas Put 600 SCMN 20.12.20.../ DE000PN8TRX4 /
| 15/05/2024 10:15:09 |
Chg.-0.01 |
Bid17:20:00 |
Ask17:20:00 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.99EUR |
-1.00% |
-
Bid Size: - |
-
Ask Size: - |
SWISSCOM N |
600.00 CHF |
20/12/2024 |
Put |
Master data
| WKN: |
PN8TRX |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SWISSCOM N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
600.00 CHF |
| Maturity: |
20/12/2024 |
| Issue date: |
26/09/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.01 |
| Intrinsic value: |
1.01 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.17 |
| Parity: |
1.01 |
| Time value: |
0.01 |
| Break-even: |
509.75 |
| Moneyness: |
1.20 |
| Premium: |
0.00 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.02 |
| Spread %: |
2.00% |
| Delta: |
-0.75 |
| Theta: |
-0.03 |
| Omega: |
-3.73 |
| Rho: |
-2.89 |
Quote data
| Open: |
0.99 |
| High: |
0.99 |
| Low: |
0.99 |
| Previous Close: |
1.00 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.48% |
| 1 Month |
|
|
+12.50% |
| 3 Months |
|
|
-15.38% |
| YTD |
|
|
-18.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.07 |
0.98 |
| 1M High / 1M Low: |
1.10 |
0.85 |
| 6M High / 6M Low: |
1.31 |
0.68 |
| High (YTD): |
09/02/2024 |
1.31 |
| Low (YTD): |
28/03/2024 |
0.68 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.98 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.07 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
69.56% |
| Volatility 6M: |
|
68.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
