BNP Paribas Put 600 SLHN 20.12.2024
/ DE000PN7C8T9
BNP Paribas Put 600 SLHN 20.12.20.../ DE000PN7C8T9 /
| 2024-06-21 9:58:51 AM |
Chg.+0.010 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.170EUR |
+6.25% |
-
Bid Size: - |
-
Ask Size: - |
SWISS LIFE HOLDING A... |
600.00 CHF |
2024-12-20 |
Put |
Master data
| WKN: |
PN7C8T |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SWISS LIFE HOLDING AG N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
600.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-16 |
| Last trading day: |
2024-12-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-40.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.20 |
| Parity: |
-0.54 |
| Time value: |
0.17 |
| Break-even: |
610.48 |
| Moneyness: |
0.92 |
| Premium: |
0.10 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.01 |
| Spread %: |
6.25% |
| Delta: |
-0.24 |
| Theta: |
-0.08 |
| Omega: |
-9.66 |
| Rho: |
-0.90 |
Quote data
| Open: |
0.170 |
| High: |
0.170 |
| Low: |
0.170 |
| Previous Close: |
0.160 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.00% |
| 1 Month |
|
|
-37.04% |
| 3 Months |
|
|
-45.16% |
| YTD |
|
|
-76.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.220 |
0.160 |
| 1M High / 1M Low: |
0.270 |
0.160 |
| 6M High / 6M Low: |
0.730 |
0.160 |
| High (YTD): |
2024-01-05 |
0.730 |
| Low (YTD): |
2024-06-20 |
0.160 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.186 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.224 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.404 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
144.39% |
| Volatility 6M: |
|
138.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
