BNP Paribas Put 13500 NDX.X 17.12.2027
/ DE000PC7VBQ3
BNP Paribas Put 13500 NDX.X 17.12.../ DE000PC7VBQ3 /
| 5/16/2024 10:20:39 AM |
Chg.+0.050 |
Bid5/16/2024 |
Ask5/16/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.590EUR |
+0.59% |
8.590
Bid Size: 7,000 |
8.600
Ask Size: 7,000 |
NASDAQ 100 INDEX |
13,500.00 USD |
12/17/2027 |
Put |
Master data
| WKN: |
PC7VBQ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NASDAQ 100 INDEX |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
13,500.00 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: |
-19.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.82 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.15 |
| Parity: |
-46.81 |
| Time value: |
8.58 |
| Break-even: |
11,540.57 |
| Moneyness: |
0.73 |
| Premium: |
0.32 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.23% |
| Delta: |
-0.14 |
| Theta: |
-0.46 |
| Omega: |
-2.70 |
| Rho: |
-113.96 |
Quote data
| Open: |
8.600 |
| High: |
8.600 |
| Low: |
8.570 |
| Previous Close: |
8.540 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.98% |
| 1 Month |
|
|
-14.78% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.040 |
8.540 |
| 1M High / 1M Low: |
11.000 |
8.540 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.832 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
9.601 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
36.92% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
