BNP Paribas Put 22 SIGN 20.09.2024
/ DE000PN8TR63
BNP Paribas Put 22 SIGN 20.09.202.../ DE000PN8TR63 /
| 2024-05-15 10:15:09 AM |
Chg.0.000 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
0.00% |
-
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: |
-6.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.23 |
| Parity: |
0.28 |
| Time value: |
0.03 |
| Break-even: |
19.33 |
| Moneyness: |
1.14 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
6.90% |
| Delta: |
-0.71 |
| Theta: |
0.00 |
| Omega: |
-4.48 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.310 |
| High: |
0.310 |
| Low: |
0.310 |
| Previous Close: |
0.310 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.43% |
| 1 Month |
|
|
-13.89% |
| 3 Months |
|
|
-35.42% |
| YTD |
|
|
-22.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.330 |
0.310 |
| 1M High / 1M Low: |
0.380 |
0.310 |
| 6M High / 6M Low: |
0.540 |
0.270 |
| High (YTD): |
2024-02-28 |
0.540 |
| Low (YTD): |
2024-04-04 |
0.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.315 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.350 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.389 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.45% |
| Volatility 6M: |
|
84.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
