BNP Paribas Put 5500 S&P 500 Index 19.09.2025
/ DE000PC5YCH8
BNP Paribas Put 5500 S&P 500 Inde.../ DE000PC5YCH8 /
| 2024-09-06 9:20:24 PM |
Chg.+0.130 |
Bid9:51:11 PM |
Ask9:51:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.420EUR |
+10.08% |
-
Bid Size: - |
-
Ask Size: - |
- |
5,500.00 - |
2025-09-19 |
Put |
Master data
| WKN: |
PC5YCH |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
5,500.00 - |
| Maturity: |
2025-09-19 |
| Issue date: |
2024-02-29 |
| Last trading day: |
2025-09-18 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-37.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.20 |
| Intrinsic value: |
0.92 |
| Implied volatility: |
0.09 |
| Historic volatility: |
0.12 |
| Parity: |
0.92 |
| Time value: |
0.54 |
| Break-even: |
5,354.00 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.02 |
| Spread %: |
1.39% |
| Delta: |
-0.40 |
| Theta: |
-0.03 |
| Omega: |
-14.69 |
| Rho: |
-23.64 |
Quote data
| Open: |
1.310 |
| High: |
1.440 |
| Low: |
1.280 |
| Previous Close: |
1.290 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
+37.86% |
| 1 Month |
|
|
-6.58% |
| 3 Months |
|
|
-1.39% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.420 |
1.030 |
| 1M High / 1M Low: |
1.530 |
1.030 |
| 6M High / 6M Low: |
2.090 |
1.030 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.248 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.220 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.481 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.48% |
| Volatility 6M: |
|
74.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
