BNP Paribas Put 22 SIGN 20.09.2024
/ DE000PN8TR63
BNP Paribas Put 22 SIGN 20.09.202.../ DE000PN8TR63 /
2024-06-12 4:21:13 PM |
Chg.+0.020 |
Bid5:06:37 PM |
Ask5:06:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.570EUR |
+3.64% |
- Bid Size: - |
- Ask Size: - |
SIG Group N |
22.00 CHF |
2024-09-20 |
Put |
Master data
WKN: |
PN8TR6 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
SIG Group N |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
22.00 CHF |
Maturity: |
2024-09-20 |
Issue date: |
2023-09-26 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-3.02 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.56 |
Intrinsic value: |
0.56 |
Implied volatility: |
0.47 |
Historic volatility: |
0.23 |
Parity: |
0.56 |
Time value: |
0.01 |
Break-even: |
17.12 |
Moneyness: |
1.32 |
Premium: |
0.01 |
Premium p.a.: |
0.02 |
Spread abs.: |
0.02 |
Spread %: |
3.64% |
Delta: |
-0.83 |
Theta: |
0.00 |
Omega: |
-2.52 |
Rho: |
-0.05 |
Quote data
Open: |
0.550 |
High: |
0.570 |
Low: |
0.550 |
Previous Close: |
0.550 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+21.28% |
1 Month |
|
|
+83.87% |
3 Months |
|
|
+26.67% |
YTD |
|
|
+39.02% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.550 |
0.470 |
1M High / 1M Low: |
0.550 |
0.280 |
6M High / 6M Low: |
0.550 |
0.280 |
High (YTD): |
2024-06-11 |
0.550 |
Low (YTD): |
2024-05-14 |
0.280 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.494 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.367 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.400 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
129.51% |
Volatility 6M: |
|
97.74% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |