BNP Paribas Put 12500 NDX.X 17.12.2027
/ DE000PC7VBL4
BNP Paribas Put 12500 NDX.X 17.12.../ DE000PC7VBL4 /
| 2024-06-05 5:21:41 PM |
Chg.-0.26 |
Bid5:54:21 PM |
Ask5:54:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.30EUR |
-3.96% |
6.31
Bid Size: 8,000 |
6.32
Ask Size: 8,000 |
NASDAQ 100 INDEX |
12,500.00 USD |
2027-12-17 |
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: |
2027-12-17 |
| Issue date: |
2024-04-08 |
| Last trading day: |
2027-12-16 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-26.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.14 |
| Parity: |
-56.56 |
| Time value: |
6.49 |
| Break-even: |
10,838.12 |
| 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: |
-2.88 |
| Rho: |
-88.95 |
Quote data
| Open: |
6.43 |
| High: |
6.43 |
| Low: |
6.30 |
| Previous Close: |
6.56 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.37% |
| 1 Month |
|
|
-16.33% |
| 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: |
|
- |
