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BNP Paribas Put 3480 S&P 500 Inde.../  DE000PC0T240  /

Frankfurt Zert./BNP
2024-07-22  9:20:18 PM Chg.-0.015 Bid9:57:28 PM Ask9:57:28 PM Underlying Strike price Expiration date Option type
0.070EUR -17.65% 0.070
Bid Size: 100,000		 0.080
Ask Size: 100,000		 - 3,480.00 - 2024-12-20 Put
 

Master data

WKN: PC0T24
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Put
Strike price: 3,480.00 -
Maturity: 2024-12-20
Issue date: 2023-04-05
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -573.44
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.11
Parity: -20.25
Time value: 0.10
Break-even: 3,470.40
Moneyness: 0.63
Premium: 0.37
Premium p.a.: 1.14
Spread abs.: 0.01
Spread %: 11.63%
Delta: -0.02
Theta: -0.19
Omega: -10.53
Rho: -0.46
 

Quote data

Open: 0.084
High: 0.084
Low: 0.069
Previous Close: 0.085
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+20.69%
1 Month
  -30.00%
3 Months
  -68.18%
YTD
  -82.05%
1 Year
  -90.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.085 0.058
1M High / 1M Low: 0.090 0.057
6M High / 6M Low: 0.340 0.057
High (YTD): 2024-01-04 0.430
Low (YTD): 2024-07-12 0.057
52W High: 2023-10-27 1.120
52W Low: 2024-07-12 0.057
Avg. price 1W:   0.070
Avg. volume 1W:   0.000
Avg. price 1M:   0.071
Avg. volume 1M:   0.000
Avg. price 6M:   0.183
Avg. volume 6M:   0.000
Avg. price 1Y:   0.437
Avg. volume 1Y:   0.000
Volatility 1M:   115.75%
Volatility 6M:   113.48%
Volatility 1Y:   98.66%
Volatility 3Y:   -