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BNP Paribas Put 3820 S&P 500 Inde.../  DE000PC0T307  /

EUWAX
10/2/2024  8:32:58 AM Chg.+0.060 Bid9:12:44 PM Ask9:12:44 PM Underlying Strike price Expiration date Option type
0.580EUR +11.54% 0.560
Bid Size: 100,000		 0.570
Ask Size: 100,000		 - 3,820.00 - 12/19/2025 Put
 

Master data

WKN: PC0T30
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Put
Strike price: 3,820.00 -
Maturity: 12/19/2025
Issue date: 4/5/2023
Last trading day: 12/18/2025
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -100.15
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.12
Parity: -18.89
Time value: 0.57
Break-even: 3,763.00
Moneyness: 0.67
Premium: 0.34
Premium p.a.: 0.27
Spread abs.: 0.01
Spread %: 1.79%
Delta: -0.06
Theta: -0.22
Omega: -6.27
Rho: -5.03
 

Quote data

Open: 0.580
High: 0.580
Low: 0.580
Previous Close: 0.520
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.54%
1 Month  
+11.54%
3 Months  
+3.57%
YTD
  -55.73%
1 Year
  -72.90%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.550 0.500
1M High / 1M Low: 0.690 0.500
6M High / 6M Low: 1.120 0.500
High (YTD): 1/3/2024 1.420
Low (YTD): 9/26/2024 0.500
52W High: 10/27/2023 2.450
52W Low: 9/26/2024 0.500
Avg. price 1W:   0.520
Avg. volume 1W:   0.000
Avg. price 1M:   0.569
Avg. volume 1M:   0.000
Avg. price 6M:   0.666
Avg. volume 6M:   0.000
Avg. price 1Y:   1.037
Avg. volume 1Y:   0.000
Volatility 1M:   131.50%
Volatility 6M:   111.27%
Volatility 1Y:   87.63%
Volatility 3Y:   -