BNP Paribas Put 6200 S&P 500 Index 20.12.2024
/ DE000PE9SGV2
BNP Paribas Put 6200 S&P 500 Inde.../ DE000PE9SGV2 /
| 2024-04-24 1:20:49 PM |
Chg.0.000 |
Bid1:24:46 PM |
Ask1:24:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.150EUR |
0.00% |
4.140
Bid Size: 100,000 |
4.150
Ask Size: 100,000 |
- |
6,200.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
PE9SGV |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
6,200.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-02-23 |
| Last trading day: |
2024-12-19 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-12.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.82 |
| Intrinsic value: |
11.29 |
| Implied volatility: |
- |
| Historic volatility: |
0.12 |
| Parity: |
11.29 |
| Time value: |
-7.13 |
| Break-even: |
5,784.00 |
| Moneyness: |
1.22 |
| Premium: |
-0.14 |
| Premium p.a.: |
-0.21 |
| Spread abs.: |
0.01 |
| Spread %: |
0.24% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
4.130 |
| High: |
4.150 |
| Low: |
4.130 |
| Previous Close: |
4.150 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.24% |
| 1 Month |
|
|
+11.56% |
| 3 Months |
|
|
-1.66% |
| YTD |
|
|
+0.24% |
| 1 Year |
|
|
+1.47% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.240 |
4.150 |
| 1M High / 1M Low: |
4.240 |
3.680 |
| 6M High / 6M Low: |
4.420 |
3.660 |
| High (YTD): |
2024-01-17 |
4.290 |
| Low (YTD): |
2024-03-21 |
3.660 |
| 52W High: |
2023-11-01 |
4.420 |
| 52W Low: |
2024-03-21 |
3.660 |
| Avg. price 1W: |
|
4.190 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.931 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.129 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
4.141 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
27.34% |
| Volatility 6M: |
|
20.37% |
| Volatility 1Y: |
|
15.75% |
| Volatility 3Y: |
|
- |
