BNP Paribas Put 12000 NDX.X 17.12.2027
/ DE000PC7VBH2
BNP Paribas Put 12000 NDX.X 17.12.../ DE000PC7VBH2 /
| 16/05/2024 17:24:55 |
Chg.-0.02 |
Bid17:44:42 |
Ask17:44:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.43EUR |
-0.31% |
6.42
Bid Size: 8,000 |
6.43
Ask Size: 8,000 |
NASDAQ 100 INDEX |
12,000.00 USD |
17/12/2027 |
Put |
Master data
| WKN: |
PC7VBH |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NASDAQ 100 INDEX |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
12,000.00 USD |
| Maturity: |
17/12/2027 |
| Issue date: |
08/04/2024 |
| Last trading day: |
16/12/2027 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-26.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.15 |
| Parity: |
-60.58 |
| Time value: |
6.45 |
| Break-even: |
10,375.95 |
| Moneyness: |
0.65 |
| Premium: |
0.39 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
0.31% |
| Delta: |
-0.10 |
| Theta: |
-0.44 |
| Omega: |
-2.70 |
| Rho: |
-85.75 |
Quote data
| Open: |
6.46 |
| High: |
6.47 |
| Low: |
6.40 |
| Previous Close: |
6.45 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.74% |
| 1 Month |
|
|
-16.17% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.75 |
6.45 |
| 1M High / 1M Low: |
8.31 |
6.45 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.64 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.22 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
44.92% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
