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

Frankfurt Zert./BNP
7/23/2024  10:20:53 AM Chg.+0.003 Bid10:41:45 AM Ask10:41:45 AM Underlying Strike price Expiration date Option type
0.076EUR +4.11% 0.075
Bid Size: 100,000		 0.085
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: -670.41
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.11
Parity: -20.44
Time value: 0.08
Break-even: 3,511.70
Moneyness: 0.63
Premium: 0.37
Premium p.a.: 1.15
Spread abs.: 0.01
Spread %: 13.70%
Delta: -0.02
Theta: -0.17
Omega: -11.00
Rho: -0.41
 

Quote data

Open: 0.076
High: 0.076
Low: 0.076
Previous Close: 0.073
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+22.58%
1 Month
  -24.00%
3 Months
  -62.00%
YTD
  -81.46%
1 Year
  -90.26%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.088 0.062
1M High / 1M Low: 0.100 0.060
6M High / 6M Low: 0.360 0.060
High (YTD): 1/4/2024 0.450
Low (YTD): 7/12/2024 0.060
52W High: 10/27/2023 1.180
52W Low: 7/12/2024 0.060
Avg. price 1W:   0.075
Avg. volume 1W:   0.000
Avg. price 1M:   0.074
Avg. volume 1M:   0.000
Avg. price 6M:   0.190
Avg. volume 6M:   0.000
Avg. price 1Y:   0.457
Avg. volume 1Y:   0.000
Volatility 1M:   130.18%
Volatility 6M:   119.40%
Volatility 1Y:   101.73%
Volatility 3Y:   -