BNP Paribas Put 6200 S&P 500 Index 15.11.2024
/ DE000PE9SGU4
BNP Paribas Put 6200 S&P 500 Inde.../ DE000PE9SGU4 /
| 2024-04-19 8:43:12 AM |
Chg.+0.08 |
Bid11:01:13 AM |
Ask11:01:13 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.33EUR |
+1.88% |
4.33
Bid Size: 100,000 |
4.34
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: |
4.33 |
| High: |
4.33 |
| Low: |
4.33 |
| Previous Close: |
4.25 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.98% |
| 1 Month |
|
|
+8.25% |
| 3 Months |
|
|
+0.93% |
| YTD |
|
|
+3.10% |
| 1 Year |
|
|
+4.84% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.26 |
4.01 |
| 1M High / 1M Low: |
4.26 |
3.76 |
| 6M High / 6M Low: |
4.45 |
3.76 |
| High (YTD): |
2024-01-18 |
4.34 |
| Low (YTD): |
2024-03-21 |
3.76 |
| 52W High: |
2023-11-01 |
4.45 |
| 52W Low: |
2024-03-21 |
3.76 |
| Avg. price 1W: |
|
4.17 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.97 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.21 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
4.20 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
29.22% |
| Volatility 6M: |
|
16.80% |
| Volatility 1Y: |
|
13.24% |
| Volatility 3Y: |
|
- |
