BNP Paribas Put 600 SCMN 20.12.2024
/ DE000PN8TRX4
BNP Paribas Put 600 SCMN 20.12.20.../ DE000PN8TRX4 /
| 2024-05-15 4:21:13 PM |
Chg.-0.030 |
Bid5:14:33 PM |
Ask5:14:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.970EUR |
-3.00% |
-
Bid Size: - |
-
Ask Size: - |
SWISSCOM N |
600.00 CHF |
2024-12-20 |
Put |
Master data
| WKN: |
PN8TRX |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SWISSCOM N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
600.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2024-12-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.01 |
| Intrinsic value: |
1.01 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.17 |
| Parity: |
1.01 |
| Time value: |
0.01 |
| Break-even: |
509.75 |
| Moneyness: |
1.20 |
| Premium: |
0.00 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.02 |
| Spread %: |
2.00% |
| Delta: |
-0.75 |
| Theta: |
-0.03 |
| Omega: |
-3.73 |
| Rho: |
-2.89 |
Quote data
| Open: |
1.010 |
| High: |
1.010 |
| Low: |
0.970 |
| Previous Close: |
1.000 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.62% |
| 1 Month |
|
|
+10.23% |
| 3 Months |
|
|
-16.38% |
| YTD |
|
|
-21.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.050 |
0.970 |
| 1M High / 1M Low: |
1.100 |
0.840 |
| 6M High / 6M Low: |
1.290 |
0.680 |
| High (YTD): |
2024-02-09 |
1.290 |
| Low (YTD): |
2024-03-27 |
0.680 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.010 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.974 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.074 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
73.17% |
| Volatility 6M: |
|
65.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
