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BNP Paribas Put 5800 S&P 500 Inde.../  DE000PD52NJ2  /

Frankfurt Zert./BNP
15/11/2024  21:20:16 Chg.+0.110 Bid21:54:23 Ask21:54:23 Underlying Strike price Expiration date Option type
1.300EUR +9.24% 1.310
Bid Size: 100,000		 1.320
Ask Size: 100,000		 - 5,800.00 - 19/12/2025 Put
 

Master data

WKN: PD52NJ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Put
Strike price: 5,800.00 -
Maturity: 19/12/2025
Issue date: 13/05/2022
Last trading day: 18/12/2025
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -49.58
Leverage: Yes

Calculated values

Fair value: 1.47
Intrinsic value: 0.00
Implied volatility: 0.11
Historic volatility: 0.12
Parity: -1.49
Time value: 1.20
Break-even: 5,680.00
Moneyness: 0.97
Premium: 0.05
Premium p.a.: 0.04
Spread abs.: 0.01
Spread %: 0.84%
Delta: -0.28
Theta: -0.13
Omega: -13.76
Rho: -19.37
 

Quote data

Open: 1.230
High: 1.320
Low: 1.220
Previous Close: 1.190
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+13.04%
1 Month
  -4.41%
3 Months
  -23.98%
YTD
  -53.90%
1 Year
  -59.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.300 1.140
1M High / 1M Low: 1.500 1.140
6M High / 6M Low: 2.350 1.140
High (YTD): 17/01/2024 3.000
Low (YTD): 11/11/2024 1.140
52W High: 16/11/2023 3.230
52W Low: 11/11/2024 1.140
Avg. price 1W:   1.186
Avg. volume 1W:   0.000
Avg. price 1M:   1.316
Avg. volume 1M:   0.000
Avg. price 6M:   1.696
Avg. volume 6M:   15.152
Avg. price 1Y:   2.146
Avg. volume 1Y:   7.813
Volatility 1M:   77.13%
Volatility 6M:   62.63%
Volatility 1Y:   51.40%
Volatility 3Y:   -