BNP Paribas Put 5600 S&P 500 Index 20.12.2024
/ DE000PC5YBN8
BNP Paribas Put 5600 S&P 500 Inde.../ DE000PC5YBN8 /
| 2024-08-02 9:20:30 PM |
Chg.+0.250 |
Bid9:59:44 PM |
Ask9:59:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.780EUR |
+16.34% |
1.730
Bid Size: 100,000 |
1.750
Ask Size: 100,000 |
- |
5,600.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
PC5YBN |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
5,600.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-29 |
| Last trading day: |
2024-12-19 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-30.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.59 |
| Intrinsic value: |
2.53 |
| Implied volatility: |
- |
| Historic volatility: |
0.12 |
| Parity: |
2.53 |
| Time value: |
-0.77 |
| Break-even: |
5,424.00 |
| Moneyness: |
1.05 |
| Premium: |
-0.01 |
| Premium p.a.: |
-0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
1.15% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.610 |
| High: |
1.840 |
| Low: |
1.610 |
| Previous Close: |
1.530 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.14% |
| 1 Month |
|
|
+54.78% |
| 3 Months |
|
|
-25.83% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.780 |
1.210 |
| 1M High / 1M Low: |
1.780 |
0.880 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.474 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.194 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
201.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
