BNP Paribas Put 18 SIGN 21.06.2024
/ DE000PZ1APE9
BNP Paribas Put 18 SIGN 21.06.202.../ DE000PZ1APE9 /
2024-05-16 2:21:35 PM |
Chg.0.000 |
Bid3:05:05 PM |
Ask3:05:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.015EUR |
0.00% |
0.015 Bid Size: 100,000 |
0.025 Ask Size: 100,000 |
SIG Group N |
18.00 CHF |
2024-06-21 |
Put |
Master data
WKN: |
PZ1APE |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
SIG Group N |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
18.00 CHF |
Maturity: |
2024-06-21 |
Issue date: |
2023-11-13 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-77.88 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.29 |
Historic volatility: |
0.23 |
Parity: |
-0.11 |
Time value: |
0.03 |
Break-even: |
18.08 |
Moneyness: |
0.94 |
Premium: |
0.07 |
Premium p.a.: |
1.01 |
Spread abs.: |
0.01 |
Spread %: |
66.67% |
Delta: |
-0.23 |
Theta: |
-0.01 |
Omega: |
-17.85 |
Rho: |
0.00 |
Quote data
Open: |
0.014 |
High: |
0.016 |
Low: |
0.014 |
Previous Close: |
0.015 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-46.43% |
1 Month |
|
|
-74.58% |
3 Months |
|
|
-88.46% |
YTD |
|
|
-86.36% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.022 |
0.013 |
1M High / 1M Low: |
0.065 |
0.013 |
6M High / 6M Low: |
0.180 |
0.013 |
High (YTD): |
2024-02-28 |
0.180 |
Low (YTD): |
2024-05-14 |
0.013 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.018 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.044 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.091 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
295.17% |
Volatility 6M: |
|
199.01% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |