BNP Paribas Put 25 SIGN 20.12.2024
/ DE000PN7C8G6
BNP Paribas Put 25 SIGN 20.12.202.../ DE000PN7C8G6 /
| 2024-06-05 10:17:59 AM |
Chg.+0.010 |
Bid1:19:28 PM |
Ask1:19:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.770EUR |
+1.32% |
0.770
Bid Size: 30,100 |
0.790
Ask Size: 30,100 |
SIG Group N |
25.00 CHF |
2024-12-20 |
Put |
Master data
| WKN: |
PN7C8G |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SIG Group N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
25.00 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: |
-2.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.78 |
| Intrinsic value: |
0.78 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.23 |
| Parity: |
0.78 |
| Time value: |
0.01 |
| Break-even: |
17.91 |
| Moneyness: |
1.43 |
| Premium: |
0.01 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.02 |
| Spread %: |
2.60% |
| Delta: |
-0.79 |
| Theta: |
0.00 |
| Omega: |
-1.80 |
| Rho: |
-0.12 |
Quote data
| Open: |
0.770 |
| High: |
0.770 |
| Low: |
0.770 |
| Previous Close: |
0.760 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.19% |
| 1 Month |
|
|
+20.31% |
| 3 Months |
|
|
+4.05% |
| YTD |
|
|
+11.59% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.620 |
| 1M High / 1M Low: |
0.760 |
0.570 |
| 6M High / 6M Low: |
0.850 |
0.570 |
| High (YTD): |
2024-02-28 |
0.850 |
| Low (YTD): |
2024-05-23 |
0.570 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.680 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.627 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.685 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
83.36% |
| Volatility 6M: |
|
62.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
