BNP Paribas Put 6200 S&P 500 Index 18.10.2024
/ DE000PE9SGC2
BNP Paribas Put 6200 S&P 500 Inde.../ DE000PE9SGC2 /
| 2024-04-19 9:20:14 PM |
Chg.+0.030 |
Bid9:59:06 PM |
Ask9:59:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.420EUR |
+0.68% |
4.410
Bid Size: 100,000 |
4.420
Ask Size: 100,000 |
- |
6,200.00 - |
2024-10-18 |
Put |
Master data
| WKN: |
PE9SGC |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
6,200.00 - |
| Maturity: |
2024-10-18 |
| Issue date: |
2023-02-23 |
| Last trading day: |
2024-10-17 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-11.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
11.16 |
| Intrinsic value: |
12.33 |
| Implied volatility: |
- |
| Historic volatility: |
0.11 |
| Parity: |
12.33 |
| Time value: |
-7.91 |
| Break-even: |
5,758.00 |
| Moneyness: |
1.25 |
| Premium: |
-0.16 |
| Premium p.a.: |
-0.30 |
| Spread abs.: |
0.01 |
| Spread %: |
0.23% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
4.410 |
| High: |
4.420 |
| Low: |
4.390 |
| Previous Close: |
4.390 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.00% |
| 1 Month |
|
|
+13.33% |
| 3 Months |
|
|
+2.08% |
| YTD |
|
|
+4.49% |
| 1 Year |
|
|
+5.74% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.420 |
4.330 |
| 1M High / 1M Low: |
4.420 |
3.900 |
| 6M High / 6M Low: |
4.470 |
3.900 |
| High (YTD): |
2024-04-19 |
4.420 |
| Low (YTD): |
2024-03-21 |
3.900 |
| 52W High: |
2023-11-01 |
4.470 |
| 52W Low: |
2024-03-21 |
3.900 |
| Avg. price 1W: |
|
4.368 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.109 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.263 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
4.247 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
21.41% |
| Volatility 6M: |
|
16.59% |
| Volatility 1Y: |
|
13.04% |
| Volatility 3Y: |
|
- |
