BNP Paribas Put 6200 S&P 500 Index 15.11.2024
/ DE000PE9SGU4
BNP Paribas Put 6200 S&P 500 Inde.../ DE000PE9SGU4 /
| 2024-04-19 4:21:02 PM |
Chg.+0.010 |
Bid4:56:58 PM |
Ask4:56:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.320EUR |
+0.23% |
4.310
Bid Size: 100,000 |
4.320
Ask Size: 100,000 |
- |
6,200.00 - |
2024-11-15 |
Put |
Master data
| WKN: |
PE9SGU |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
6,200.00 - |
| Maturity: |
2024-11-15 |
| Issue date: |
2023-02-23 |
| Last trading day: |
2024-11-14 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-11.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.56 |
| Intrinsic value: |
11.89 |
| Implied volatility: |
- |
| Historic volatility: |
0.11 |
| Parity: |
11.89 |
| Time value: |
-7.57 |
| Break-even: |
5,768.00 |
| Moneyness: |
1.24 |
| Premium: |
-0.15 |
| Premium p.a.: |
-0.25 |
| Spread abs.: |
0.01 |
| Spread %: |
0.23% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
4.330 |
| High: |
4.330 |
| Low: |
4.310 |
| Previous Close: |
4.310 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.35% |
| 1 Month |
|
|
+10.49% |
| 3 Months |
|
|
+0.70% |
| YTD |
|
|
+2.86% |
| 1 Year |
|
|
+4.60% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.310 |
4.140 |
| 1M High / 1M Low: |
4.310 |
3.790 |
| 6M High / 6M Low: |
4.450 |
3.790 |
| High (YTD): |
2024-01-18 |
4.340 |
| Low (YTD): |
2024-03-21 |
3.790 |
| 52W High: |
2023-11-01 |
4.450 |
| 52W Low: |
2024-03-21 |
3.790 |
| Avg. price 1W: |
|
4.238 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.983 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.209 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
4.201 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
25.62% |
| Volatility 6M: |
|
17.90% |
| Volatility 1Y: |
|
13.84% |
| Volatility 3Y: |
|
- |
