BNP Paribas Put 500 SCMN 21.06.20.../  DE000PN7BHM8  /

Frankfurt Zert./BNP
2024-06-07  4:21:25 PM Chg.+0.006 Bid5:19:19 PM Ask5:19:19 PM Underlying Strike price Expiration date Option type
0.033EUR +22.22% -
Bid Size: -
-
Ask Size: -
SWISSCOM N 500.00 CHF 2024-06-21 Put
 

Master data

WKN: PN7BHM
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SWISSCOM N
Type: Warrant
Option type: Put
Strike price: 500.00 CHF
Maturity: 2024-06-21
Issue date: 2023-08-16
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -105.51
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.14
Historic volatility: 0.17
Parity: -0.01
Time value: 0.05
Break-even: 511.38
Moneyness: 1.00
Premium: 0.01
Premium p.a.: 0.35
Spread abs.: 0.02
Spread %: 68.97%
Delta: -0.45
Theta: -0.19
Omega: -47.98
Rho: -0.09
 

Quote data

Open: 0.024
High: 0.036
Low: 0.021
Previous Close: 0.027
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -56.00%
1 Month
  -72.50%
3 Months
  -86.25%
YTD
  -89.35%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.050 0.026
1M High / 1M Low: 0.130 0.026
6M High / 6M Low: 0.320 0.026
High (YTD): 2024-02-09 0.320
Low (YTD): 2024-06-05 0.026
52W High: - -
52W Low: - -
Avg. price 1W:   0.035
Avg. volume 1W:   0.000
Avg. price 1M:   0.083
Avg. volume 1M:   0.000
Avg. price 6M:   0.179
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   292.96%
Volatility 6M:   220.63%
Volatility 1Y:   -
Volatility 3Y:   -