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

Frankfurt Zert./BNP
7/3/2024  3:21:08 PM Chg.-0.001 Bid7/3/2024 Ask7/3/2024 Underlying Strike price Expiration date Option type
0.072EUR -1.37% 0.072
Bid Size: 100,000		 0.082
Ask Size: 100,000		 - 3,520.00 - 12/20/2024 Put
 

Master data

WKN: PC0T25
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Put
Strike price: 3,520.00 -
Maturity: 12/20/2024
Issue date: 4/5/2023
Last trading day: 12/19/2024
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -663.74
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.11
Parity: -19.89
Time value: 0.08
Break-even: 3,511.70
Moneyness: 0.64
Premium: 0.36
Premium p.a.: 0.94
Spread abs.: 0.01
Spread %: 13.70%
Delta: -0.02
Theta: -0.15
Omega: -11.12
Rho: -0.47
 

Quote data

Open: 0.073
High: 0.073
Low: 0.072
Previous Close: 0.073
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -19.10%
1 Month
  -40.00%
3 Months
  -68.70%
YTD
  -82.44%
1 Year
  -91.63%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.089 0.073
1M High / 1M Low: 0.120 0.073
6M High / 6M Low: 0.450 0.073
High (YTD): 1/4/2024 0.450
Low (YTD): 7/2/2024 0.073
52W High: 10/27/2023 1.180
52W Low: 7/2/2024 0.073
Avg. price 1W:   0.082
Avg. volume 1W:   0.000
Avg. price 1M:   0.097
Avg. volume 1M:   0.000
Avg. price 6M:   0.225
Avg. volume 6M:   0.000
Avg. price 1Y:   0.500
Avg. volume 1Y:   0.000
Volatility 1M:   108.34%
Volatility 6M:   113.28%
Volatility 1Y:   96.86%
Volatility 3Y:   -