BNP Paribas Put 450 SCMN 20.09.2024
/ DE000PZ1AS56
BNP Paribas Put 450 SCMN 20.09.20.../ DE000PZ1AS56 /
2024-05-28 4:21:19 PM |
Chg.+0.001 |
Bid5:19:05 PM |
Ask5:19:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.046EUR |
+2.22% |
- 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: |
-89.42 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.19 |
Historic volatility: |
0.17 |
Parity: |
-0.38 |
Time value: |
0.06 |
Break-even: |
448.10 |
Moneyness: |
0.92 |
Premium: |
0.09 |
Premium p.a.: |
0.31 |
Spread abs.: |
0.01 |
Spread %: |
22.22% |
Delta: |
-0.18 |
Theta: |
-0.05 |
Omega: |
-16.17 |
Rho: |
-0.30 |
Quote data
Open: |
0.045 |
High: |
0.048 |
Low: |
0.045 |
Previous Close: |
0.045 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+15.00% |
1 Month |
|
|
-22.03% |
3 Months |
|
|
-58.18% |
YTD |
|
|
-67.14% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.046 |
0.040 |
1M High / 1M Low: |
0.065 |
0.035 |
6M High / 6M Low: |
0.140 |
0.027 |
High (YTD): |
2024-02-09 |
0.130 |
Low (YTD): |
2024-03-27 |
0.027 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.043 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.047 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.086 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
134.54% |
Volatility 6M: |
|
145.33% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |