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

EUWAX
04/11/2024  08:34:37 Chg.-0.007 Bid09:18:08 Ask09:18:08 Underlying Strike price Expiration date Option type
0.031EUR -18.42% 0.031
Bid Size: 100,000		 0.071
Ask Size: 100,000		 - 3,520.00 - 20/12/2024 Put
 

Master data

WKN: PC0T25
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Put
Strike price: 3,520.00 -
Maturity: 20/12/2024
Issue date: 05/04/2023
Last trading day: 19/12/2024
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -806.87
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.65
Historic volatility: 0.12
Parity: -22.09
Time value: 0.07
Break-even: 3,512.90
Moneyness: 0.61
Premium: 0.39
Premium p.a.: 11.02
Spread abs.: 0.05
Spread %: 208.70%
Delta: -0.01
Theta: -0.49
Omega: -11.16
Rho: -0.11
 

Quote data

Open: 0.031
High: 0.031
Low: 0.031
Previous Close: 0.038
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+29.17%
1 Month
  -46.55%
3 Months
  -74.17%
YTD
  -92.44%
1 Year
  -95.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.038 0.023
1M High / 1M Low: 0.061 0.023
6M High / 6M Low: 0.530 0.023
High (YTD): 05/08/2024 0.530
Low (YTD): 30/10/2024 0.023
52W High: 06/11/2023 0.730
52W Low: 30/10/2024 0.023
Avg. price 1W:   0.028
Avg. volume 1W:   0.000
Avg. price 1M:   0.038
Avg. volume 1M:   0.000
Avg. price 6M:   0.088
Avg. volume 6M:   0.000
Avg. price 1Y:   0.220
Avg. volume 1Y:   0.000
Volatility 1M:   225.93%
Volatility 6M:   561.81%
Volatility 1Y:   402.70%
Volatility 3Y:   -