BNP Paribas Put 5950 S&P 500 Index 21.03.2025
/ DE000PC7T3L1
BNP Paribas Put 5950 S&P 500 Inde.../ DE000PC7T3L1 /
| 11/15/2024 3:20:56 PM |
Chg.+0.150 |
Bid3:36:37 PM |
Ask3:29:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.560EUR |
+10.64% |
1.590
Bid Size: 19,250 |
-
Ask Size: - |
- |
5,950.00 - |
3/21/2025 |
Put |
Master data
| WKN: |
PC7T3L |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
5,950.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
4/8/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-41.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.36 |
| Intrinsic value: |
0.01 |
| Implied volatility: |
0.13 |
| Historic volatility: |
0.12 |
| Parity: |
0.01 |
| Time value: |
1.43 |
| Break-even: |
5,806.00 |
| Moneyness: |
1.00 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.70% |
| Delta: |
-0.43 |
| Theta: |
-0.45 |
| Omega: |
-17.70 |
| Rho: |
-9.30 |
Quote data
| Open: |
1.540 |
| High: |
1.590 |
| Low: |
1.530 |
| Previous Close: |
1.410 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.29% |
| 1 Month |
|
|
-30.67% |
| 3 Months |
|
|
-54.91% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.410 |
1.310 |
| 1M High / 1M Low: |
2.700 |
1.310 |
| 6M High / 6M Low: |
6.360 |
1.310 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.344 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.962 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.401 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
164.49% |
| Volatility 6M: |
|
129.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
