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BNP Paribas Put 3480 S&P 500 Inde.../  DE000PC0T240  /

Frankfurt Zert./BNP
2024-06-17  7:20:43 PM Chg.-0.010 Bid2024-06-17 Ask2024-06-17 Underlying Strike price Expiration date Option type
0.090EUR -10.00% 0.090
Bid Size: 100,000		 0.100
Ask Size: 100,000		 - 3,480.00 - 2024-12-20 Put
 

Master data

WKN: PC0T24
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Put
Strike price: 3,480.00 -
Maturity: 2024-12-20
Issue date: 2023-04-05
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -493.78
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.11
Parity: -19.52
Time value: 0.11
Break-even: 3,469.00
Moneyness: 0.64
Premium: 0.36
Premium p.a.: 0.83
Spread abs.: 0.01
Spread %: 10.00%
Delta: -0.02
Theta: -0.16
Omega: -10.29
Rho: -0.63
 

Quote data

Open: 0.100
High: 0.100
Low: 0.090
Previous Close: 0.100
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -18.18%
3 Months
  -64.00%
YTD
  -76.92%
1 Year
  -90.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.084
1M High / 1M Low: 0.130 0.084
6M High / 6M Low: 0.440 0.084
High (YTD): 2024-01-04 0.430
Low (YTD): 2024-06-12 0.084
52W High: 2023-10-27 1.120
52W Low: 2024-06-12 0.084
Avg. price 1W:   0.091
Avg. volume 1W:   0.000
Avg. price 1M:   0.109
Avg. volume 1M:   0.000
Avg. price 6M:   0.240
Avg. volume 6M:   0.000
Avg. price 1Y:   0.513
Avg. volume 1Y:   0.000
Volatility 1M:   103.20%
Volatility 6M:   108.80%
Volatility 1Y:   93.63%
Volatility 3Y:   -