BNP Paribas Put 450 SCMN 20.09.2024
/ DE000PZ1AS56
BNP Paribas Put 450 SCMN 20.09.20.../ DE000PZ1AS56 /
| 2024-06-07 9:52:18 AM |
Chg.-0.001 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.026EUR |
-3.70% |
-
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: |
-136.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.17 |
| Parity: |
-0.52 |
| Time value: |
0.04 |
| Break-even: |
460.86 |
| Moneyness: |
0.90 |
| Premium: |
0.11 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.01 |
| Spread %: |
35.71% |
| Delta: |
-0.13 |
| Theta: |
-0.05 |
| Omega: |
-17.53 |
| Rho: |
-0.20 |
Quote data
| Open: |
0.026 |
| High: |
0.026 |
| Low: |
0.026 |
| Previous Close: |
0.027 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.73% |
| 1 Month |
|
|
-50.94% |
| 3 Months |
|
|
-71.11% |
| YTD |
|
|
-81.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.032 |
0.025 |
| 1M High / 1M Low: |
0.048 |
0.025 |
| 6M High / 6M Low: |
0.140 |
0.025 |
| High (YTD): |
2024-02-07 |
0.140 |
| Low (YTD): |
2024-06-05 |
0.025 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.028 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.038 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.079 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
132.20% |
| Volatility 6M: |
|
165.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
