BNP Paribas Put 6000 SX5E 19.12.2025
/ DE000PC9YK16
BNP Paribas Put 6000 SX5E 19.12.2.../ DE000PC9YK16 /
29/08/2024 21:20:21 |
Chg.-0.250 |
Bid21:36:08 |
Ask21:36:08 |
Underlying |
Strike price |
Expiration date |
Option type |
10.190EUR |
-2.39% |
10.140 Bid Size: 28,350 |
10.160 Ask Size: 28,350 |
DJ EURO STOXX 50 EUR... |
6,000.00 EUR |
19/12/2025 |
Put |
Master data
WKN: |
PC9YK1 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
DJ EURO STOXX 50 EUR Price |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
6,000.00 EUR |
Maturity: |
19/12/2025 |
Issue date: |
16/05/2024 |
Last trading day: |
18/12/2025 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
-4.69 |
Leverage: |
Yes |
Calculated values
Fair value: |
8.67 |
Intrinsic value: |
10.86 |
Implied volatility: |
0.23 |
Historic volatility: |
0.12 |
Parity: |
10.86 |
Time value: |
-0.39 |
Break-even: |
4,953.00 |
Moneyness: |
1.22 |
Premium: |
-0.01 |
Premium p.a.: |
-0.01 |
Spread abs.: |
0.02 |
Spread %: |
0.19% |
Delta: |
-0.68 |
Theta: |
-0.05 |
Omega: |
-3.18 |
Rho: |
-57.15 |
Quote data
Open: |
10.470 |
High: |
10.470 |
Low: |
9.900 |
Previous Close: |
10.440 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-5.56% |
1 Month |
|
|
-7.53% |
3 Months |
|
|
+8.52% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
10.790 |
10.440 |
1M High / 1M Low: |
13.620 |
10.440 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
10.558 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
11.591 |
Avg. volume 1M: |
|
66.391 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
67.73% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |