OverviewChartNewsTraderScreen

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

EUWAX
7/23/2024  8:29:37 AM Chg.-0.011 Bid10:04:20 AM Ask10:04:20 AM Underlying Strike price Expiration date Option type
0.073EUR -13.10% 0.074
Bid Size: 100,000		 0.084
Ask Size: 100,000		 - 3,480.00 - 12/20/2024 Put
 

Master data

WKN: PC0T24
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Put
Strike price: 3,480.00 -
Maturity: 12/20/2024
Issue date: 4/5/2023
Last trading day: 12/19/2024
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -695.55
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.11
Parity: -20.84
Time value: 0.08
Break-even: 3,472.00
Moneyness: 0.63
Premium: 0.38
Premium p.a.: 1.17
Spread abs.: 0.01
Spread %: 14.29%
Delta: -0.02
Theta: -0.16
Omega: -10.88
Rho: -0.39
 

Quote data

Open: 0.073
High: 0.073
Low: 0.073
Previous Close: 0.084
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+21.67%
1 Month
  -27.00%
3 Months
  -66.82%
YTD
  -81.28%
1 Year
  -90.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.084 0.060
1M High / 1M Low: 0.100 0.058
6M High / 6M Low: 0.330 0.058
High (YTD): 1/4/2024 0.430
Low (YTD): 7/15/2024 0.058
52W High: 10/27/2023 1.130
52W Low: 7/15/2024 0.058
Avg. price 1W:   0.070
Avg. volume 1W:   680
Avg. price 1M:   0.073
Avg. volume 1M:   161.905
Avg. price 6M:   0.183
Avg. volume 6M:   26.772
Avg. price 1Y:   0.436
Avg. volume 1Y:   13.333
Volatility 1M:   114.51%
Volatility 6M:   114.45%
Volatility 1Y:   98.82%
Volatility 3Y:   -