BNP Paribas Put 22 SCBGF 21.06.2024
/ DE000PN7BHW7
BNP Paribas Put 22 SCBGF 21.06.20.../ DE000PN7BHW7 /
| 2024-05-10 10:12:58 AM |
Chg.- |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
SIG GROUP AG |
22.00 - |
2024-06-21 |
Put |
Master data
| WKN: |
PN7BHW |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SIG GROUP AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
22.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-16 |
| Last trading day: |
2024-05-13 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.23 |
| Parity: |
0.25 |
| Time value: |
0.06 |
| Break-even: |
18.90 |
| Moneyness: |
1.13 |
| Premium: |
0.03 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.02 |
| Spread %: |
6.90% |
| Delta: |
-0.70 |
| Theta: |
-0.02 |
| Omega: |
-4.38 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.310 |
| High: |
0.310 |
| Low: |
0.310 |
| Previous Close: |
0.340 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.82% |
| 1 Month |
|
|
-8.82% |
| 3 Months |
|
|
-34.04% |
| YTD |
|
|
-18.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.310 |
| 1M High / 1M Low: |
0.360 |
0.310 |
| 6M High / 6M Low: |
0.530 |
0.240 |
| High (YTD): |
2024-02-28 |
0.530 |
| Low (YTD): |
2024-04-12 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.310 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.339 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.370 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.90% |
| Volatility 6M: |
|
104.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
