BNP Paribas Put 20500 NDX.X 17.12.2027
/ DE000PC7VBX9
BNP Paribas Put 20500 NDX.X 17.12.../ DE000PC7VBX9 /
| 16/05/2024 13:20:58 |
Chg.+0.070 |
Bid13:59:52 |
Ask13:59:52 |
Underlying |
Strike price |
Expiration date |
Option type |
| 26.190EUR |
+0.27% |
26.200
Bid Size: 4,000 |
26.210
Ask Size: 4,000 |
NASDAQ 100 INDEX |
20,500.00 USD |
17/12/2027 |
Put |
Master data
| WKN: |
PC7VBX |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NASDAQ 100 INDEX |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
20,500.00 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: |
-6.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
15.51 |
| Intrinsic value: |
17.48 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.15 |
| Parity: |
17.48 |
| Time value: |
8.70 |
| Break-even: |
16,209.46 |
| Moneyness: |
1.10 |
| Premium: |
0.05 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.02 |
| Spread %: |
0.08% |
| Delta: |
-0.38 |
| Theta: |
-0.15 |
| Omega: |
-2.46 |
| Rho: |
-325.17 |
Quote data
| Open: |
26.250 |
| High: |
26.250 |
| Low: |
26.140 |
| Previous Close: |
26.120 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.79% |
| 1 Month |
|
|
-11.52% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
27.800 |
26.120 |
| 1M High / 1M Low: |
32.190 |
26.120 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
27.126 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
28.964 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
34.22% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
