BNP Paribas Put 5500 S&P 500 Index 16.08.2024
/ DE000PN9RXG9
BNP Paribas Put 5500 S&P 500 Inde.../ DE000PN9RXG9 /
| 2024-06-28 9:27:25 AM |
Chg.-0.110 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.640EUR |
-14.67% |
-
Bid Size: - |
-
Ask Size: - |
- |
5,500.00 - |
2024-08-16 |
Put |
Master data
| WKN: |
PN9RXG |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
5,500.00 - |
| Maturity: |
2024-08-16 |
| Issue date: |
2023-10-16 |
| Last trading day: |
2024-08-15 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-78.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.17 |
| Implied volatility: |
0.09 |
| Historic volatility: |
0.11 |
| Parity: |
0.17 |
| Time value: |
0.53 |
| Break-even: |
5,430.00 |
| Moneyness: |
1.00 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
1.45% |
| Delta: |
-0.47 |
| Theta: |
-0.50 |
| Omega: |
-37.01 |
| Rho: |
-3.57 |
Quote data
| Open: |
0.640 |
| High: |
0.640 |
| Low: |
0.640 |
| Previous Close: |
0.750 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.00% |
| 1 Month |
|
|
-55.56% |
| 3 Months |
|
|
-63.43% |
| YTD |
|
|
-79.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.850 |
0.750 |
| 1M High / 1M Low: |
1.910 |
0.640 |
| 6M High / 6M Low: |
3.620 |
0.640 |
| High (YTD): |
2024-01-05 |
3.620 |
| Low (YTD): |
2024-06-20 |
0.640 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.798 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.157 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.254 |
| Avg. volume 6M: |
|
31.496 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
184.09% |
| Volatility 6M: |
|
123.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
