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BNP Paribas Put 3520 S&P 500 Inde.../  DE000PC0T257  /

Frankfurt Zert./BNP
2024-07-22  9:20:28 PM Chg.-0.015 Bid9:58:57 PM Ask9:58:57 PM Underlying Strike price Expiration date Option type
0.073EUR -17.05% 0.073
Bid Size: 100,000		 0.083
Ask Size: 100,000		 - 3,520.00 - 2024-12-20 Put
 

Master data

WKN: PC0T25
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Put
Strike price: 3,520.00 -
Maturity: 2024-12-20
Issue date: 2023-04-05
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -556.06
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.11
Parity: -19.85
Time value: 0.10
Break-even: 3,510.10
Moneyness: 0.64
Premium: 0.36
Premium p.a.: 1.11
Spread abs.: 0.01
Spread %: 11.24%
Delta: -0.02
Theta: -0.19
Omega: -10.66
Rho: -0.48
 

Quote data

Open: 0.088
High: 0.088
Low: 0.073
Previous Close: 0.088
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+19.67%
1 Month
  -27.00%
3 Months
  -68.26%
YTD
  -82.20%
1 Year
  -90.64%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.088 0.061
1M High / 1M Low: 0.100 0.060
6M High / 6M Low: 0.360 0.060
High (YTD): 2024-01-04 0.450
Low (YTD): 2024-07-12 0.060
52W High: 2023-10-27 1.180
52W Low: 2024-07-12 0.060
Avg. price 1W:   0.073
Avg. volume 1W:   0.000
Avg. price 1M:   0.074
Avg. volume 1M:   0.000
Avg. price 6M:   0.192
Avg. volume 6M:   0.000
Avg. price 1Y:   0.458
Avg. volume 1Y:   0.000
Volatility 1M:   119.33%
Volatility 6M:   117.45%
Volatility 1Y:   100.64%
Volatility 3Y:   -