BNP Paribas Put 5850 S&P 500 Index 15.11.2024
/ DE000PC7T2G3
BNP Paribas Put 5850 S&P 500 Inde.../ DE000PC7T2G3 /
| 11/10/2024 15:12:22 |
Chg.-0.22 |
Bid22:00:28 |
Ask22:00:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.25EUR |
-14.97% |
-
Bid Size: - |
-
Ask Size: - |
- |
5,850.00 - |
15/11/2024 |
Put |
Master data
| WKN: |
PC7T2G |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
5,850.00 - |
| Maturity: |
15/11/2024 |
| Issue date: |
08/04/2024 |
| Last trading day: |
14/11/2024 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-46.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.16 |
| Intrinsic value: |
0.70 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.12 |
| Parity: |
0.70 |
| Time value: |
0.55 |
| Break-even: |
5,725.00 |
| Moneyness: |
1.01 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
0.81% |
| Delta: |
-0.58 |
| Theta: |
-1.05 |
| Omega: |
-26.64 |
| Rho: |
-3.31 |
Quote data
| Open: |
1.25 |
| High: |
1.25 |
| Low: |
1.25 |
| Previous Close: |
1.47 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.90% |
| 1 Month |
|
|
-60.57% |
| 3 Months |
|
|
-41.31% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.74 |
1.46 |
| 1M High / 1M Low: |
3.17 |
1.29 |
| 6M High / 6M Low: |
6.93 |
1.29 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.60 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.79 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.50 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
191.18% |
| Volatility 6M: |
|
171.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
