BNP Paribas Put 700 SLHN 20.09.2024
/ DE000PC6M9Q5
BNP Paribas Put 700 SLHN 20.09.20.../ DE000PC6M9Q5 /
| 2024-06-14 10:16:48 AM |
Chg.- |
Bid9:03:27 AM |
Ask9:03:27 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.790EUR |
- |
0.730
Bid Size: 33,750 |
-
Ask Size: - |
SWISS LIFE HOLDING A... |
700.00 CHF |
2024-09-20 |
Put |
Master data
| WKN: |
PC6M9Q |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SWISS LIFE HOLDING AG N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
700.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-14 |
| Last trading day: |
2024-09-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.76 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.20 |
| Parity: |
0.76 |
| Time value: |
0.01 |
| Break-even: |
657.59 |
| Moneyness: |
1.12 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.02 |
| Spread %: |
2.67% |
| Delta: |
-0.80 |
| Theta: |
-0.05 |
| Omega: |
-6.82 |
| Rho: |
-1.60 |
Quote data
| Open: |
0.790 |
| High: |
0.790 |
| Low: |
0.790 |
| Previous Close: |
0.700 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.22% |
| 1 Month |
|
|
-2.47% |
| 3 Months |
|
|
-15.96% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.790 |
0.700 |
| 1M High / 1M Low: |
0.840 |
0.670 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.734 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.755 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.86% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
