BNP Paribas Put 20 SIGN 20.12.2024
/ DE000PN7C8F8
BNP Paribas Put 20 SIGN 20.12.202.../ DE000PN7C8F8 /
| 2024-06-05 4:21:24 PM |
Chg.+0.010 |
Bid2024-06-05 |
Ask2024-06-05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
+3.33% |
0.310
Bid Size: 39,800 |
0.320
Ask Size: 39,800 |
SIG Group N |
20.00 CHF |
2024-12-20 |
Put |
Master data
| WKN: |
PN7C8F |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SIG Group N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
20.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-16 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.26 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.23 |
| Parity: |
0.26 |
| Time value: |
0.05 |
| Break-even: |
17.55 |
| Moneyness: |
1.14 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
3.33% |
| Delta: |
-0.65 |
| Theta: |
0.00 |
| Omega: |
-3.76 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.310 |
| High: |
0.310 |
| Low: |
0.300 |
| Previous Close: |
0.300 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+40.91% |
| 1 Month |
|
|
+34.78% |
| 3 Months |
|
|
-6.06% |
| YTD |
|
|
+6.90% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.210 |
| 1M High / 1M Low: |
0.300 |
0.180 |
| 6M High / 6M Low: |
0.390 |
0.180 |
| High (YTD): |
2024-02-28 |
0.390 |
| Low (YTD): |
2024-05-22 |
0.180 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.244 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.214 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.272 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
161.84% |
| Volatility 6M: |
|
101.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
