BNP Paribas Put 12800 NDX.X 17.12.2027
/ DE000PC7VBM2
BNP Paribas Put 12800 NDX.X 17.12.../ DE000PC7VBM2 /
| 6/5/2024 10:20:39 AM |
Chg.-0.090 |
Bid10:33:32 AM |
Ask10:33:32 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.830EUR |
-1.30% |
6.810
Bid Size: 8,000 |
6.820
Ask Size: 8,000 |
NASDAQ 100 INDEX |
12,800.00 USD |
12/17/2027 |
Put |
Master data
| WKN: |
PC7VBM |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NASDAQ 100 INDEX |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
12,800.00 USD |
| Maturity: |
12/17/2027 |
| Issue date: |
4/8/2024 |
| Last trading day: |
12/16/2027 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-24.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.14 |
| Parity: |
-53.80 |
| Time value: |
6.90 |
| Break-even: |
11,072.81 |
| Moneyness: |
0.69 |
| Premium: |
0.35 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.15% |
| Delta: |
-0.12 |
| Theta: |
-0.44 |
| Omega: |
-2.87 |
| Rho: |
-94.48 |
Quote data
| Open: |
6.820 |
| High: |
6.830 |
| Low: |
6.820 |
| Previous Close: |
6.920 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.44% |
| 1 Month |
|
|
-15.26% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.190 |
6.860 |
| 1M High / 1M Low: |
8.010 |
6.860 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.004 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.463 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
31.45% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
