BNP Paribas Put 550 SCMN 20.09.2024
/ DE000PN8TRW6
BNP Paribas Put 550 SCMN 20.09.20.../ DE000PN8TRW6 /
2024-04-30 10:12:50 AM |
Chg.0.000 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.510EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
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: |
-9.45 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.50 |
Intrinsic value: |
0.50 |
Implied volatility: |
0.21 |
Historic volatility: |
0.17 |
Parity: |
0.50 |
Time value: |
0.04 |
Break-even: |
506.83 |
Moneyness: |
1.10 |
Premium: |
0.01 |
Premium p.a.: |
0.02 |
Spread abs.: |
0.02 |
Spread %: |
3.85% |
Delta: |
-0.70 |
Theta: |
-0.04 |
Omega: |
-6.63 |
Rho: |
-1.60 |
Quote data
Open: |
0.510 |
High: |
0.510 |
Low: |
0.510 |
Previous Close: |
0.510 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+13.33% |
1 Month |
|
|
+75.86% |
3 Months |
|
|
-20.31% |
YTD |
|
|
-29.17% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.520 |
0.450 |
1M High / 1M Low: |
0.520 |
0.340 |
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: |
|
0.498 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.437 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.604 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
109.90% |
Volatility 6M: |
|
108.31% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |