BNP Paribas Put 5800 S&P 500 Index 19.09.2025
/ DE000PC5YCJ4
BNP Paribas Put 5800 S&P 500 Inde.../ DE000PC5YCJ4 /
| 8/2/2024 5:20:16 PM |
Chg.+0.230 |
Bid5:36:09 PM |
Ask5:36:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.120EUR |
+12.17% |
2.090
Bid Size: 100,000 |
2.110
Ask Size: 100,000 |
- |
5,800.00 - |
9/19/2025 |
Put |
Master data
| WKN: |
PC5YCJ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
5,800.00 - |
| Maturity: |
9/19/2025 |
| Issue date: |
2/29/2024 |
| Last trading day: |
9/18/2025 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-28.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.31 |
| Intrinsic value: |
3.53 |
| Implied volatility: |
0.05 |
| Historic volatility: |
0.11 |
| Parity: |
3.53 |
| Time value: |
-1.65 |
| Break-even: |
5,612.00 |
| Moneyness: |
1.06 |
| Premium: |
-0.03 |
| Premium p.a.: |
-0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
1.08% |
| Delta: |
-0.65 |
| Theta: |
0.24 |
| Omega: |
-18.72 |
| Rho: |
-41.98 |
Quote data
| Open: |
1.950 |
| High: |
2.120 |
| Low: |
1.950 |
| Previous Close: |
1.890 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.44% |
| 1 Month |
|
|
+28.48% |
| 3 Months |
|
|
-14.52% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.890 |
1.690 |
| 1M High / 1M Low: |
1.890 |
1.450 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.798 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.637 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.84% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
