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BNP Paribas Put 5500 S&P 500 Inde.../  DE000PN9RXG9  /

EUWAX
2024-06-24  9:27:01 AM Chg.-0.010 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.790EUR -1.25% -
Bid Size: -		 -
Ask Size: -		 - 5,500.00 - 2024-08-16 Put
 

Master data

WKN: PN9RXG
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Put
Strike price: 5,500.00 -
Maturity: 2024-08-16
Issue date: 2023-10-16
Last trading day: 2024-08-15
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -67.46
Leverage: Yes

Calculated values

Fair value: 0.95
Intrinsic value: 0.35
Implied volatility: 0.09
Historic volatility: 0.11
Parity: 0.35
Time value: 0.46
Break-even: 5,419.00
Moneyness: 1.01
Premium: 0.01
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 1.25%
Delta: -0.51
Theta: -0.45
Omega: -34.18
Rho: -4.14
 

Quote data

Open: 0.790
High: 0.790
Low: 0.790
Previous Close: 0.800
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.19%
1 Month
  -52.12%
3 Months
  -54.60%
YTD
  -75.24%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.910 0.640
1M High / 1M Low: 1.910 0.640
6M High / 6M Low: 3.620 0.640
High (YTD): 2024-01-05 3.620
Low (YTD): 2024-06-20 0.640
52W High: - -
52W Low: - -
Avg. price 1W:   0.760
Avg. volume 1W:   0.000
Avg. price 1M:   1.264
Avg. volume 1M:   0.000
Avg. price 6M:   2.309
Avg. volume 6M:   32.258
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   191.51%
Volatility 6M:   123.62%
Volatility 1Y:   -
Volatility 3Y:   -