BNP Paribas Put 600 SCMN 20.12.2024
/ DE000PN8TRX4
BNP Paribas Put 600 SCMN 20.12.20.../ DE000PN8TRX4 /
| 2024-04-29 10:19:24 AM |
Chg.-0.010 |
Bid11:11:16 AM |
Ask11:11:16 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.980EUR |
-1.01% |
0.970
Bid Size: 62,000 |
0.990
Ask Size: 62,000 |
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: |
-5.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.99 |
| Intrinsic value: |
0.99 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.17 |
| Parity: |
0.99 |
| Time value: |
0.02 |
| Break-even: |
512.56 |
| Moneyness: |
1.19 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.02 |
| Spread %: |
2.02% |
| Delta: |
-0.72 |
| Theta: |
-0.03 |
| Omega: |
-3.69 |
| Rho: |
-3.05 |
Quote data
| Open: |
0.990 |
| High: |
0.990 |
| Low: |
0.980 |
| Previous Close: |
0.990 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.36% |
| 1 Month |
|
|
+44.12% |
| 3 Months |
|
|
-8.41% |
| YTD |
|
|
-19.01% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.990 |
0.850 |
| 1M High / 1M Low: |
0.990 |
0.760 |
| 6M High / 6M Low: |
1.310 |
0.680 |
| High (YTD): |
2024-02-09 |
1.310 |
| Low (YTD): |
2024-03-28 |
0.680 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.916 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.874 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.074 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
63.93% |
| Volatility 6M: |
|
69.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
