BNP Paribas Put 5950 S&P 500 Index 20.12.2024
/ DE000PC7T2T6
BNP Paribas Put 5950 S&P 500 Inde.../ DE000PC7T2T6 /
| 15/11/2024 08:57:10 |
Chg.+0.260 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.890EUR |
+41.27% |
-
Bid Size: - |
-
Ask Size: - |
- |
5,950.00 - |
20/12/2024 |
Put |
Master data
| WKN: |
PC7T2T |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
5,950.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
08/04/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-79.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.01 |
| Implied volatility: |
0.11 |
| Historic volatility: |
0.12 |
| Parity: |
0.01 |
| Time value: |
0.74 |
| Break-even: |
5,875.00 |
| Moneyness: |
1.00 |
| Premium: |
0.01 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
1.35% |
| Delta: |
-0.46 |
| Theta: |
-0.94 |
| Omega: |
-36.56 |
| Rho: |
-2.70 |
Quote data
| Open: |
0.890 |
| High: |
0.890 |
| Low: |
0.890 |
| Previous Close: |
0.630 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.27% |
| 1 Month |
|
|
-48.85% |
| 3 Months |
|
|
-72.70% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.890 |
0.630 |
| 1M High / 1M Low: |
2.310 |
0.630 |
| 6M High / 6M Low: |
6.170 |
0.630 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.706 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.413 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.222 |
| Avg. volume 6M: |
|
15.267 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
295.74% |
| Volatility 6M: |
|
182.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
