BNP Paribas Put 5600 S&P 500 Index 20.12.2024
/ DE000PC5YBN8
BNP Paribas Put 5600 S&P 500 Inde.../ DE000PC5YBN8 /
| 2024-09-26 2:20:59 PM |
Chg.-0.080 |
Bid2:22:19 PM |
Ask2:22:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
-11.59% |
0.600
Bid Size: 100,000 |
0.620
Ask Size: 100,000 |
- |
5,600.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
PC5YBN |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
5,600.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-29 |
| Last trading day: |
2024-12-19 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-81.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.66 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.13 |
| Historic volatility: |
0.12 |
| Parity: |
-1.22 |
| Time value: |
0.70 |
| Break-even: |
5,530.00 |
| Moneyness: |
0.98 |
| Premium: |
0.03 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.02 |
| Spread %: |
2.94% |
| Delta: |
-0.30 |
| Theta: |
-0.55 |
| Omega: |
-24.88 |
| Rho: |
-4.22 |
Quote data
| Open: |
0.600 |
| High: |
0.610 |
| Low: |
0.600 |
| Previous Close: |
0.690 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.86% |
| 1 Month |
|
|
-31.46% |
| 3 Months |
|
|
-54.14% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.720 |
0.650 |
| 1M High / 1M Low: |
1.490 |
0.650 |
| 6M High / 6M Low: |
2.800 |
0.650 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.688 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.963 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.570 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
200.10% |
| Volatility 6M: |
|
140.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
