BNP Paribas Put 12500 NDX.X 17.12.2027
/ DE000PC7VBL4
BNP Paribas Put 12500 NDX.X 17.12.../ DE000PC7VBL4 /
04/06/2024 17:17:52 |
Chg.+0.03 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
6.56EUR |
+0.46% |
- Bid Size: - |
- Ask Size: - |
NASDAQ 100 INDEX |
12,500.00 USD |
17/12/2027 |
Put |
Master data
WKN: |
PC7VBL |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
NASDAQ 100 INDEX |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
12,500.00 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: |
-26.24 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.33 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.14 |
Parity: |
-55.93 |
Time value: |
6.50 |
Break-even: |
10,810.21 |
Moneyness: |
0.67 |
Premium: |
0.37 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.01 |
Spread %: |
0.15% |
Delta: |
-0.11 |
Theta: |
-0.43 |
Omega: |
-2.87 |
Rho: |
-89.08 |
Quote data
Open: |
6.51 |
High: |
6.58 |
Low: |
6.51 |
Previous Close: |
6.53 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+0.61% |
1 Month |
|
|
-12.88% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.03 |
6.52 |
1M High / 1M Low: |
7.49 |
6.52 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.63 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
7.02 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
51.15% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |