BNP Paribas Put 11800 NDX.X 17.12.2027
/ DE000PC7VBG4
BNP Paribas Put 11800 NDX.X 17.12.../ DE000PC7VBG4 /
2024-04-29 9:20:19 PM |
Chg.+0.070 |
Bid9:57:03 PM |
Ask9:57:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
6.820EUR |
+1.04% |
6.760 Bid Size: 8,000 |
6.770 Ask Size: 8,000 |
NASDAQ 100 INDEX |
11,800.00 USD |
2027-12-17 |
Put |
Master data
WKN: |
PC7VBG |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
NASDAQ 100 INDEX |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
11,800.00 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: |
-24.37 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.38 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.31 |
Historic volatility: |
0.15 |
Parity: |
-55.28 |
Time value: |
6.79 |
Break-even: |
10,341.88 |
Moneyness: |
0.67 |
Premium: |
0.38 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.01 |
Spread %: |
0.15% |
Delta: |
-0.11 |
Theta: |
-0.42 |
Omega: |
-2.68 |
Rho: |
-90.90 |
Quote data
Open: |
6.700 |
High: |
6.820 |
Low: |
6.700 |
Previous Close: |
6.750 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-10.62% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
7.630 |
6.750 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
7.270 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |