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BNP Paribas Put 4080 S&P 500 Inde.../  DE000PC0T356  /

Frankfurt Zert./BNP
22/07/2024  21:20:24 Chg.-0.050 Bid21:54:10 Ask21:54:10 Underlying Strike price Expiration date Option type
0.690EUR -6.76% 0.690
Bid Size: 100,000		 0.700
Ask Size: 100,000		 - 4,080.00 - 19/12/2025 Put
 

Master data

WKN: PC0T35
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Put
Strike price: 4,080.00 -
Maturity: 19/12/2025
Issue date: 05/04/2023
Last trading day: 18/12/2025
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -72.43
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.11
Parity: -14.25
Time value: 0.76
Break-even: 4,004.00
Moneyness: 0.74
Premium: 0.27
Premium p.a.: 0.19
Spread abs.: 0.01
Spread %: 1.33%
Delta: -0.09
Theta: -0.20
Omega: -6.49
Rho: -8.03
 

Quote data

Open: 0.740
High: 0.740
Low: 0.680
Previous Close: 0.740
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+7.81%
1 Month
  -10.39%
3 Months
  -40.52%
YTD
  -58.68%
1 Year
  -68.35%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.750 0.640
1M High / 1M Low: 0.760 0.630
6M High / 6M Low: 1.610 0.630
High (YTD): 03/01/2024 1.820
Low (YTD): 12/07/2024 0.630
52W High: 27/10/2023 3.110
52W Low: 12/07/2024 0.630
Avg. price 1W:   0.702
Avg. volume 1W:   0.000
Avg. price 1M:   0.693
Avg. volume 1M:   0.000
Avg. price 6M:   1.057
Avg. volume 6M:   0.000
Avg. price 1Y:   1.634
Avg. volume 1Y:   0.000
Volatility 1M:   61.95%
Volatility 6M:   65.80%
Volatility 1Y:   59.73%
Volatility 3Y:   -