BNP Paribas Put 19500 NDX.X 17.12.2027
/ DE000PC7VBT7
BNP Paribas Put 19500 NDX.X 17.12.../ DE000PC7VBT7 /
| 6/5/2024 2:12:53 PM |
Chg.-0.57 |
Bid2:22:24 PM |
Ask2:22:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 21.62EUR |
-2.57% |
21.66
Bid Size: 4,000 |
21.67
Ask Size: 4,000 |
NASDAQ 100 INDEX |
19,500.00 USD |
12/17/2027 |
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: |
12/17/2027 |
| Issue date: |
4/8/2024 |
| Last trading day: |
12/16/2027 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-7.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
11.46 |
| Intrinsic value: |
7.77 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.14 |
| Parity: |
7.77 |
| Time value: |
14.18 |
| Break-even: |
15,724.91 |
| Moneyness: |
1.05 |
| Premium: |
0.08 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.01 |
| Spread %: |
0.05% |
| Delta: |
-0.34 |
| Theta: |
-0.26 |
| Omega: |
-2.65 |
| Rho: |
-282.90 |
Quote data
| Open: |
21.78 |
| High: |
21.78 |
| Low: |
21.62 |
| Previous Close: |
22.19 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.98% |
| 1 Month |
|
|
-12.22% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
22.88 |
21.41 |
| 1M High / 1M Low: |
24.31 |
21.41 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
22.07 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
22.73 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
29.10% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
