BNP Paribas Put 20200 NDX.X 17.12.2027
/ DE000PC7VBW1
BNP Paribas Put 20200 NDX.X 17.12.../ DE000PC7VBW1 /
| 2024-06-04 9:20:12 PM |
Chg.-0.070 |
Bid8:16:15 AM |
Ask8:16:15 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 24.430EUR |
-0.29% |
24.110
Bid Size: 4,000 |
24.120
Ask Size: 4,000 |
NASDAQ 100 INDEX |
20,200.00 USD |
2027-12-17 |
Put |
Master data
| WKN: |
PC7VBW |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NASDAQ 100 INDEX |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
20,200.00 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: |
-7.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
14.09 |
| Intrinsic value: |
14.66 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.14 |
| Parity: |
14.66 |
| Time value: |
9.61 |
| Break-even: |
16,092.71 |
| Moneyness: |
1.09 |
| Premium: |
0.06 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.01 |
| Spread %: |
0.04% |
| Delta: |
-0.37 |
| Theta: |
-0.18 |
| Omega: |
-2.61 |
| Rho: |
-309.83 |
Quote data
| Open: |
24.300 |
| High: |
24.700 |
| Low: |
24.300 |
| Previous Close: |
24.500 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.91% |
| 1 Month |
|
|
-10.51% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
24.860 |
23.740 |
| 1M High / 1M Low: |
27.070 |
23.630 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
24.380 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
25.198 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
21.11% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
