BNP Paribas Put 18 SIGN 21.06.2024
/ DE000PZ1APE9
BNP Paribas Put 18 SIGN 21.06.202.../ DE000PZ1APE9 /
| 2024-06-05 10:38:39 AM |
Chg.+0.003 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.062EUR |
+5.08% |
-
Bid Size: - |
-
Ask Size: - |
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: |
-22.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.05 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.23 |
| Parity: |
0.05 |
| Time value: |
0.03 |
| Break-even: |
17.79 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.02 |
| Spread %: |
33.33% |
| Delta: |
-0.65 |
| Theta: |
-0.01 |
| Omega: |
-14.59 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.060 |
| High: |
0.062 |
| Low: |
0.060 |
| Previous Close: |
0.059 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+342.86% |
| 1 Month |
|
|
+77.14% |
| 3 Months |
|
|
-43.64% |
| YTD |
|
|
-43.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.059 |
0.009 |
| 1M High / 1M Low: |
0.059 |
0.008 |
| 6M High / 6M Low: |
0.170 |
0.008 |
| High (YTD): |
2024-02-12 |
0.170 |
| Low (YTD): |
2024-05-22 |
0.008 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.029 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.023 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.084 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,435.94% |
| Volatility 6M: |
|
599.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
