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BNP Paribas Put 4180 S&P 500 Inde.../  DE000PC0T372  /

Frankfurt Zert./BNP
02/10/2024  21:20:35 Chg.+0.020 Bid21:21:28 Ask21:21:28 Underlying Strike price Expiration date Option type
0.790EUR +2.60% 0.790
Bid Size: 100,000		 0.800
Ask Size: 100,000		 - 4,180.00 - 19/12/2025 Put
 

Master data

WKN: PC0T37
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Put
Strike price: 4,180.00 -
Maturity: 19/12/2025
Issue date: 05/04/2023
Last trading day: 18/12/2025
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -71.36
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.12
Parity: -15.29
Time value: 0.80
Break-even: 4,100.00
Moneyness: 0.73
Premium: 0.28
Premium p.a.: 0.23
Spread abs.: 0.01
Spread %: 1.27%
Delta: -0.09
Theta: -0.25
Omega: -6.43
Rho: -7.21
 

Quote data

Open: 0.810
High: 0.810
Low: 0.780
Previous Close: 0.770
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+8.22%
1 Month  
+12.86%
3 Months  
+3.95%
YTD
  -56.83%
1 Year
  -73.49%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.770 0.710
1M High / 1M Low: 0.990 0.700
6M High / 6M Low: 1.530 0.690
High (YTD): 03/01/2024 1.990
Low (YTD): 12/07/2024 0.690
52W High: 27/10/2023 3.390
52W Low: 12/07/2024 0.690
Avg. price 1W:   0.738
Avg. volume 1W:   0.000
Avg. price 1M:   0.798
Avg. volume 1M:   0.000
Avg. price 6M:   0.939
Avg. volume 6M:   0.000
Avg. price 1Y:   1.451
Avg. volume 1Y:   0.000
Volatility 1M:   107.66%
Volatility 6M:   107.38%
Volatility 1Y:   87.19%
Volatility 3Y:   -