BNP Paribas Put 450 SCMN 20.09.2024
/ DE000PZ1AS56
BNP Paribas Put 450 SCMN 20.09.20.../ DE000PZ1AS56 /
| 2024-04-30 4:21:27 PM |
Chg.+0.003 |
Bid5:18:35 PM |
Ask5:18:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.057EUR |
+5.56% |
-
Bid Size: - |
-
Ask Size: - |
SWISSCOM N |
450.00 CHF |
2024-09-20 |
Put |
Master data
| WKN: |
PZ1AS5 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SWISSCOM N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
450.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-13 |
| Last trading day: |
2024-09-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-75.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.17 |
| Parity: |
-0.52 |
| Time value: |
0.07 |
| Break-even: |
452.06 |
| Moneyness: |
0.90 |
| Premium: |
0.11 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.01 |
| Spread %: |
17.24% |
| Delta: |
-0.17 |
| Theta: |
-0.05 |
| Omega: |
-12.77 |
| Rho: |
-0.36 |
Quote data
| Open: |
0.055 |
| High: |
0.061 |
| Low: |
0.055 |
| Previous Close: |
0.054 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.76% |
| 1 Month |
|
|
+83.87% |
| 3 Months |
|
|
-48.18% |
| YTD |
|
|
-59.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.060 |
0.051 |
| 1M High / 1M Low: |
0.060 |
0.037 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-02-09 |
0.130 |
| Low (YTD): |
2024-03-27 |
0.027 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.056 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.048 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
163.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
