BNP Paribas Put 19500 NDX.X 17.12.2027
/ DE000PC7VBT7
BNP Paribas Put 19500 NDX.X 17.12.../ DE000PC7VBT7 /
16/05/2024 21:20:28 |
Chg.+0.150 |
Bid21:59:50 |
Ask21:59:50 |
Underlying |
Strike price |
Expiration date |
Option type |
22.830EUR |
+0.66% |
22.940 Bid Size: 4,000 |
22.950 Ask Size: 4,000 |
NASDAQ 100 INDEX |
19,500.00 USD |
17/12/2027 |
Put |
Master data
WKN: |
PC7VBT |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
NASDAQ 100 INDEX |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
19,500.00 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: |
-7.51 |
Leverage: |
Yes |
Calculated values
Fair value: |
11.80 |
Intrinsic value: |
8.30 |
Implied volatility: |
0.24 |
Historic volatility: |
0.15 |
Parity: |
8.30 |
Time value: |
14.44 |
Break-even: |
15,635.05 |
Moneyness: |
1.05 |
Premium: |
0.08 |
Premium p.a.: |
0.02 |
Spread abs.: |
0.02 |
Spread %: |
0.09% |
Delta: |
-0.34 |
Theta: |
-0.25 |
Omega: |
-2.52 |
Rho: |
-286.97 |
Quote data
Open: |
22.800 |
High: |
22.880 |
Low: |
22.650 |
Previous Close: |
22.680 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-5.51% |
1 Month |
|
|
-11.72% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
24.160 |
22.680 |
1M High / 1M Low: |
28.160 |
22.680 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
23.564 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
25.233 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
34.87% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |