BNP Paribas Put 12200 NDX.X 17.12.2027
/ DE000PC7VBJ8
BNP Paribas Put 12200 NDX.X 17.12.../ DE000PC7VBJ8 /
15/05/2024 17:21:50 |
Chg.- |
Bid08:15:34 |
Ask08:15:34 |
Underlying |
Strike price |
Expiration date |
Option type |
6.71EUR |
- |
6.73 Bid Size: 8,000 |
6.74 Ask Size: 8,000 |
NASDAQ 100 INDEX |
12,200.00 USD |
17/12/2027 |
Put |
Master data
WKN: |
PC7VBJ |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
NASDAQ 100 INDEX |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
12,200.00 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: |
-24.77 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.37 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.31 |
Historic volatility: |
0.15 |
Parity: |
-56.62 |
Time value: |
6.84 |
Break-even: |
10,597.78 |
Moneyness: |
0.67 |
Premium: |
0.37 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.01 |
Spread %: |
0.15% |
Delta: |
-0.11 |
Theta: |
-0.44 |
Omega: |
-2.72 |
Rho: |
-91.38 |
Quote data
Open: |
6.81 |
High: |
6.84 |
Low: |
6.71 |
Previous Close: |
6.86 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.42% |
1 Month |
|
|
-15.81% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.02 |
6.71 |
1M High / 1M Low: |
8.64 |
6.71 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.91 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
7.51 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
45.26% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |