BNP Paribas Put 12800 NDX.X 17.12.2027
/ DE000PC7VBM2
BNP Paribas Put 12800 NDX.X 17.12.../ DE000PC7VBM2 /
| 2024-05-16 2:20:50 PM |
Chg.+0.040 |
Bid2:31:24 PM |
Ask2:31:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.530EUR |
+0.53% |
7.530
Bid Size: 2,100 |
7.570
Ask Size: 2,100 |
NASDAQ 100 INDEX |
12,800.00 USD |
2027-12-17 |
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: |
2027-12-17 |
| Issue date: |
2024-04-08 |
| Last trading day: |
2027-12-16 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-22.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.50 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.15 |
| Parity: |
-53.24 |
| Time value: |
7.53 |
| Break-even: |
11,002.68 |
| Moneyness: |
0.69 |
| Premium: |
0.36 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
0.27% |
| Delta: |
-0.12 |
| Theta: |
-0.45 |
| Omega: |
-2.70 |
| Rho: |
-100.14 |
Quote data
| Open: |
7.550 |
| High: |
7.550 |
| Low: |
7.520 |
| Previous Close: |
7.490 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.80% |
| 1 Month |
|
|
-15.11% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.910 |
7.490 |
| 1M High / 1M Low: |
9.680 |
7.490 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.736 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
8.421 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
37.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
