BNP Paribas Put 250 UHR 20.12.2024
/ DE000PN7C9B5
BNP Paribas Put 250 UHR 20.12.202.../ DE000PN7C9B5 /
| 2024-05-23 10:26:29 AM |
Chg.+0.10 |
Bid3:23:37 PM |
Ask3:23:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.97EUR |
+1.70% |
5.94
Bid Size: 10,500 |
5.98
Ask Size: 10,500 |
SWATCH GROUP I |
250.00 CHF |
2024-12-20 |
Put |
Master data
| WKN: |
PN7C9B |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SWATCH GROUP I |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
250.00 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: |
-3.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.94 |
| Intrinsic value: |
5.94 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.27 |
| Parity: |
5.94 |
| Time value: |
0.01 |
| Break-even: |
192.76 |
| Moneyness: |
1.31 |
| Premium: |
0.00 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.04 |
| Spread %: |
0.68% |
| Delta: |
-0.78 |
| Theta: |
-0.01 |
| Omega: |
-2.54 |
| Rho: |
-1.22 |
Quote data
| Open: |
5.92 |
| High: |
5.97 |
| Low: |
5.92 |
| Previous Close: |
5.87 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.58% |
| 1 Month |
|
|
-7.01% |
| 3 Months |
|
|
+13.93% |
| YTD |
|
|
+52.30% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.87 |
5.17 |
| 1M High / 1M Low: |
6.58 |
5.17 |
| 6M High / 6M Low: |
6.86 |
3.53 |
| High (YTD): |
2024-04-19 |
6.86 |
| Low (YTD): |
2024-01-03 |
4.26 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.56 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.07 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.16 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.33% |
| Volatility 6M: |
|
84.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
