BNP Paribas Put 5600 S&P 500 Index 15.11.2024
/ DE000PC5YBG2
BNP Paribas Put 5600 S&P 500 Inde.../ DE000PC5YBG2 /
| 11/10/2024 16:36:11 |
Chg.-0.040 |
Bid22:00:28 |
Ask22:00:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
-9.30% |
-
Bid Size: - |
-
Ask Size: - |
- |
5,600.00 - |
15/11/2024 |
Put |
Master data
| WKN: |
PC5YBG |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
5,600.00 - |
| Maturity: |
15/11/2024 |
| Issue date: |
29/02/2024 |
| Last trading day: |
14/11/2024 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-128.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.12 |
| Parity: |
-1.80 |
| Time value: |
0.45 |
| Break-even: |
5,555.00 |
| Moneyness: |
0.97 |
| Premium: |
0.04 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.02 |
| Spread %: |
4.65% |
| Delta: |
-0.24 |
| Theta: |
-1.23 |
| Omega: |
-31.44 |
| Rho: |
-1.40 |
Quote data
| Open: |
0.440 |
| High: |
0.440 |
| Low: |
0.390 |
| Previous Close: |
0.430 |
| Turnover: |
1,560 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.00% |
| 1 Month |
|
|
-70.23% |
| 3 Months |
|
|
-55.17% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.660 |
0.430 |
| 1M High / 1M Low: |
1.310 |
0.430 |
| 6M High / 6M Low: |
2.870 |
0.430 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.562 |
| Avg. volume 1W: |
|
175 |
| Avg. price 1M: |
|
0.678 |
| Avg. volume 1M: |
|
39.773 |
| Avg. price 6M: |
|
1.454 |
| Avg. volume 6M: |
|
6.731 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
212.30% |
| Volatility 6M: |
|
178.51% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
