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

EUWAX
2024-07-22  8:33:01 AM Chg.+0.004 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.084EUR +5.00% -
Bid Size: -		 -
Ask Size: -		 - 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: 0.084
Previous Close: 0.080
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+44.83%
1 Month
  -16.00%
3 Months
  -67.69%
YTD
  -78.46%
1 Year
  -88.65%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.080 0.058
1M High / 1M Low: 0.100 0.058
6M High / 6M Low: 0.330 0.058
High (YTD): 2024-01-04 0.430
Low (YTD): 2024-07-15 0.058
52W High: 2023-10-27 1.130
52W Low: 2024-07-15 0.058
Avg. price 1W:   0.065
Avg. volume 1W:   680
Avg. price 1M:   0.072
Avg. volume 1M:   170
Avg. price 6M:   0.185
Avg. volume 6M:   26.772
Avg. price 1Y:   0.438
Avg. volume 1Y:   13.386
Volatility 1M:   115.66%
Volatility 6M:   114.22%
Volatility 1Y:   98.86%
Volatility 3Y:   -