BNP Paribas Put 6200 S&P 500 Index 18.10.2024
/ DE000PE9SGC2
BNP Paribas Put 6200 S&P 500 Inde.../ DE000PE9SGC2 /
2024-04-19 8:43:12 AM |
Chg.+0.07 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.41EUR |
+1.61% |
- Bid Size: - |
- Ask Size: - |
- |
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: |
4.41 |
High: |
4.41 |
Low: |
4.41 |
Previous Close: |
4.34 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+6.78% |
1 Month |
|
|
+9.70% |
3 Months |
|
|
+1.85% |
YTD |
|
|
+4.01% |
1 Year |
|
|
+5.76% |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
4.41 |
4.22 |
1M High / 1M Low: |
4.41 |
3.87 |
6M High / 6M Low: |
4.47 |
3.87 |
High (YTD): |
2024-04-19 |
4.41 |
Low (YTD): |
2024-03-21 |
3.87 |
52W High: |
2023-11-01 |
4.47 |
52W Low: |
2024-03-21 |
3.87 |
Avg. price 1W: |
|
4.33 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.09 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
4.26 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
4.25 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
25.95% |
Volatility 6M: |
|
15.50% |
Volatility 1Y: |
|
12.23% |
Volatility 3Y: |
|
- |