BNP Paribas Put 550 SCMN 20.09.2024
/ DE000PN8TRW6
BNP Paribas Put 550 SCMN 20.09.20.../ DE000PN8TRW6 /
2024-05-22 10:15:51 AM |
Chg.0.000 |
Bid4:56:53 PM |
Ask4:56:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.520EUR |
0.00% |
0.540 Bid Size: 64,000 |
0.560 Ask Size: 64,000 |
SWISSCOM N |
550.00 CHF |
2024-09-20 |
Put |
Master data
WKN: |
PN8TRW |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
SWISSCOM N |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
550.00 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: |
-9.14 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.54 |
Intrinsic value: |
0.54 |
Implied volatility: |
0.21 |
Historic volatility: |
0.17 |
Parity: |
0.54 |
Time value: |
0.01 |
Break-even: |
501.25 |
Moneyness: |
1.11 |
Premium: |
0.00 |
Premium p.a.: |
0.01 |
Spread abs.: |
0.02 |
Spread %: |
3.77% |
Delta: |
-0.75 |
Theta: |
-0.03 |
Omega: |
-6.89 |
Rho: |
-1.44 |
Quote data
Open: |
0.520 |
High: |
0.520 |
Low: |
0.520 |
Previous Close: |
0.520 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+4.00% |
1 Month |
|
|
+20.93% |
3 Months |
|
|
-13.33% |
YTD |
|
|
-27.78% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.520 |
0.500 |
1M High / 1M Low: |
0.610 |
0.400 |
6M High / 6M Low: |
0.800 |
0.290 |
High (YTD): |
2024-02-09 |
0.800 |
Low (YTD): |
2024-03-28 |
0.290 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.510 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.516 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.594 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
107.23% |
Volatility 6M: |
|
107.80% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |