BNP Paribas Put 5800 S&P 500 Index 19.09.2025
/ DE000PC5YCJ4
BNP Paribas Put 5800 S&P 500 Inde.../ DE000PC5YCJ4 /
| 2024-07-09 10:20:34 AM |
Chg.-0.030 |
Bid2024-07-09 |
Ask2024-07-09 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.540EUR |
-1.91% |
1.540
Bid Size: 100,000 |
1.560
Ask Size: 100,000 |
- |
5,800.00 - |
2025-09-19 |
Put |
Master data
| WKN: |
PC5YCJ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
5,800.00 - |
| Maturity: |
2025-09-19 |
| Issue date: |
2024-02-29 |
| Last trading day: |
2025-09-18 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-35.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.54 |
| Intrinsic value: |
2.27 |
| Implied volatility: |
0.07 |
| Historic volatility: |
0.11 |
| Parity: |
2.27 |
| Time value: |
-0.69 |
| Break-even: |
5,642.00 |
| Moneyness: |
1.04 |
| Premium: |
-0.01 |
| Premium p.a.: |
-0.01 |
| Spread abs.: |
0.02 |
| Spread %: |
1.28% |
| Delta: |
-0.47 |
| Theta: |
0.08 |
| Omega: |
-16.43 |
| Rho: |
-32.99 |
Quote data
| Open: |
1.540 |
| High: |
1.550 |
| Low: |
1.540 |
| Previous Close: |
1.570 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.67% |
| 1 Month |
|
|
-19.79% |
| 3 Months |
|
|
-30.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.650 |
1.560 |
| 1M High / 1M Low: |
1.910 |
1.560 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.598 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.712 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
39.11% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
