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BNP Paribas Put 5600 S&P 500 Inde.../  DE000PC5YBB3  /

EUWAX
2024-07-09  8:49:39 AM Chg.-0.060 Bid6:07:37 PM Ask6:07:37 PM Underlying Strike price Expiration date Option type
0.880EUR -6.38% 0.860
Bid Size: 100,000		 0.880
Ask Size: 100,000		 - 5,600.00 - 2024-10-18 Put
 

Master data

WKN: PC5YBB
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Put
Strike price: 5,600.00 -
Maturity: 2024-10-18
Issue date: 2024-02-29
Last trading day: 2024-10-17
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -59.92
Leverage: Yes

Calculated values

Fair value: 1.13
Intrinsic value: 0.27
Implied volatility: 0.09
Historic volatility: 0.11
Parity: 0.27
Time value: 0.66
Break-even: 5,507.00
Moneyness: 1.00
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.02
Spread %: 2.20%
Delta: -0.45
Theta: -0.27
Omega: -26.81
Rho: -7.16
 

Quote data

Open: 0.880
High: 0.880
Low: 0.880
Previous Close: 0.940
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -29.03%
1 Month
  -46.67%
3 Months
  -59.45%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.240 0.940
1M High / 1M Low: 1.750 0.940
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.054
Avg. volume 1W:   1,200
Avg. price 1M:   1.263
Avg. volume 1M:   285.714
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   99.09%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -