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BNP Paribas Put 600 SLHN 20.06.20.../  DE000PC1L6W5  /

EUWAX
2024-06-20  9:22:06 AM Chg.0.000 Bid11:48:56 AM Ask11:48:56 AM Underlying Strike price Expiration date Option type
0.370EUR 0.00% 0.360
Bid Size: 86,500		 0.370
Ask Size: 86,500		 SWISS LIFE HOLDING A... 600.00 CHF 2025-06-20 Put
 

Master data

WKN: PC1L6W
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SWISS LIFE HOLDING AG N
Type: Warrant
Option type: Put
Strike price: 600.00 CHF
Maturity: 2025-06-20
Issue date: 2023-12-11
Last trading day: 2025-06-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -17.39
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.20
Parity: -0.47
Time value: 0.39
Break-even: 592.41
Moneyness: 0.93
Premium: 0.13
Premium p.a.: 0.13
Spread abs.: 0.01
Spread %: 2.63%
Delta: -0.30
Theta: -0.06
Omega: -5.14
Rho: -2.39
 

Quote data

Open: 0.370
High: 0.370
Low: 0.370
Previous Close: 0.370
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.91%
1 Month
  -17.78%
3 Months
  -38.33%
YTD
  -61.86%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.370
1M High / 1M Low: 0.500 0.370
6M High / 6M Low: 0.980 0.370
High (YTD): 2024-01-17 0.980
Low (YTD): 2024-06-19 0.370
52W High: - -
52W Low: - -
Avg. price 1W:   0.418
Avg. volume 1W:   0.000
Avg. price 1M:   0.448
Avg. volume 1M:   0.000
Avg. price 6M:   0.646
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   101.50%
Volatility 6M:   92.19%
Volatility 1Y:   -
Volatility 3Y:   -