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

Frankfurt Zert./BNP
02/10/2024  21:20:21 Chg.+0.003 Bid21:50:04 Ask21:50:04 Underlying Strike price Expiration date Option type
0.052EUR +6.12% 0.053
Bid Size: 100,000		 0.063
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: -878.27
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.12
Parity: -21.89
Time value: 0.07
Break-even: 3,513.50
Moneyness: 0.62
Premium: 0.38
Premium p.a.: 3.50
Spread abs.: 0.01
Spread %: 18.18%
Delta: -0.01
Theta: -0.27
Omega: -11.41
Rho: -0.17
 

Quote data

Open: 0.059
High: 0.059
Low: 0.050
Previous Close: 0.049
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+30.00%
1 Month  
+15.56%
3 Months
  -28.77%
YTD
  -87.32%
1 Year
  -94.69%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.049 0.037
1M High / 1M Low: 0.110 0.037
6M High / 6M Low: 0.380 0.037
High (YTD): 04/01/2024 0.450
Low (YTD): 26/09/2024 0.037
52W High: 27/10/2023 1.180
52W Low: 26/09/2024 0.037
Avg. price 1W:   0.042
Avg. volume 1W:   0.000
Avg. price 1M:   0.060
Avg. volume 1M:   0.000
Avg. price 6M:   0.119
Avg. volume 6M:   0.000
Avg. price 1Y:   0.307
Avg. volume 1Y:   0.000
Volatility 1M:   475.92%
Volatility 6M:   319.45%
Volatility 1Y:   235.55%
Volatility 3Y:   -