BNP Paribas Put 20 SIGN 21.06.2024
/ DE000PN7BHV9
BNP Paribas Put 20 SIGN 21.06.202.../ DE000PN7BHV9 /
2024-06-05 4:21:24 PM |
Chg.+0.020 |
Bid2024-06-05 |
Ask2024-06-05 |
Underlying |
Strike price |
Expiration date |
Option type |
0.260EUR |
+8.33% |
- Bid Size: - |
- Ask Size: - |
SIG Group N |
20.00 CHF |
2024-06-21 |
Put |
Master data
WKN: |
PN7BHV |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
SIG Group N |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
20.00 CHF |
Maturity: |
2024-06-21 |
Issue date: |
2023-08-16 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-6.44 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.26 |
Intrinsic value: |
0.26 |
Implied volatility: |
0.65 |
Historic volatility: |
0.23 |
Parity: |
0.26 |
Time value: |
0.02 |
Break-even: |
17.85 |
Moneyness: |
1.14 |
Premium: |
0.01 |
Premium p.a.: |
0.27 |
Spread abs.: |
0.04 |
Spread %: |
16.67% |
Delta: |
-0.82 |
Theta: |
-0.02 |
Omega: |
-5.29 |
Rho: |
-0.01 |
Quote data
Open: |
0.240 |
High: |
0.260 |
Low: |
0.240 |
Previous Close: |
0.240 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+100.00% |
1 Month |
|
|
+85.71% |
3 Months |
|
|
-3.70% |
YTD |
|
|
+18.18% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.240 |
0.110 |
1M High / 1M Low: |
0.240 |
0.080 |
6M High / 6M Low: |
0.350 |
0.080 |
High (YTD): |
2024-02-28 |
0.350 |
Low (YTD): |
2024-05-14 |
0.080 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.160 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.124 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.200 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
405.81% |
Volatility 6M: |
|
216.06% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |