BNP Paribas Put 500 SCMN 20.09.2024
/ DE000PN8TRU0
BNP Paribas Put 500 SCMN 20.09.20.../ DE000PN8TRU0 /
| 2024-05-29 10:21:03 AM |
Chg.0.000 |
Bid10:33:13 AM |
Ask10:33:13 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
0.00% |
0.210
Bid Size: 27,000 |
0.220
Ask Size: 27,000 |
SWISSCOM N |
500.00 CHF |
2024-09-20 |
Put |
Master data
| WKN: |
PN8TRU |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SWISSCOM N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
500.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2024-09-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-22.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.12 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.17 |
| Parity: |
0.12 |
| Time value: |
0.10 |
| Break-even: |
482.73 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
4.76% |
| Delta: |
-0.53 |
| Theta: |
-0.05 |
| Omega: |
-11.95 |
| Rho: |
-0.89 |
Quote data
| Open: |
0.210 |
| High: |
0.210 |
| Low: |
0.210 |
| Previous Close: |
0.210 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.67% |
| 1 Month |
|
|
+10.53% |
| 3 Months |
|
|
-30.00% |
| YTD |
|
|
-41.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.210 |
0.180 |
| 1M High / 1M Low: |
0.240 |
0.150 |
| 6M High / 6M Low: |
0.370 |
0.090 |
| High (YTD): |
2024-02-09 |
0.370 |
| Low (YTD): |
2024-03-27 |
0.090 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.202 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.193 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.252 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.29% |
| Volatility 6M: |
|
136.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
