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BNP Paribas Put 600 SWSDF 21.06.2.../  DE000PC09F88  /

Frankfurt Zert./BNP
2024-05-24  4:21:13 PM Chg.-0.007 Bid5:11:00 PM Ask5:11:00 PM Underlying Strike price Expiration date Option type
0.029EUR -19.44% -
Bid Size: -		 -
Ask Size: -		 Swiss Life Holding 600.00 - 2024-06-21 Put
 

Master data

WKN: PC09F8
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Swiss Life Holding
Type: Warrant
Option type: Put
Strike price: 600.00 -
Maturity: 2024-06-21
Issue date: 2023-04-18
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -186.12
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.20
Parity: -0.33
Time value: 0.03
Break-even: 596.60
Moneyness: 0.95
Premium: 0.06
Premium p.a.: 1.12
Spread abs.: 0.01
Spread %: 41.67%
Delta: -0.17
Theta: -0.16
Omega: -30.82
Rho: -0.08
 

Quote data

Open: 0.048
High: 0.048
Low: 0.029
Previous Close: 0.036
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -43.14%
1 Month
  -90.33%
3 Months
  -83.89%
YTD
  -94.82%
1 Year
  -97.24%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.060 0.029
1M High / 1M Low: 0.300 0.029
6M High / 6M Low: 0.740 0.029
High (YTD): 2024-01-03 0.600
Low (YTD): 2024-05-24 0.029
52W High: 2023-07-06 1.140
52W Low: 2024-05-24 0.029
Avg. price 1W:   0.046
Avg. volume 1W:   7,500
Avg. price 1M:   0.121
Avg. volume 1M:   3,157.895
Avg. price 6M:   0.329
Avg. volume 6M:   495.868
Avg. price 1Y:   0.587
Avg. volume 1Y:   239.044
Volatility 1M:   260.77%
Volatility 6M:   240.49%
Volatility 1Y:   184.25%
Volatility 3Y:   -