BNP Paribas Put 12200 NDX.X 17.12.2027
/ DE000PC7VBJ8
BNP Paribas Put 12200 NDX.X 17.12.../ DE000PC7VBJ8 /
2024-04-29 5:21:21 PM |
Chg.-0.09 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
7.36EUR |
-1.21% |
- Bid Size: - |
- Ask Size: - |
NASDAQ 100 INDEX |
12,200.00 USD |
2027-12-17 |
Put |
Master data
WKN: |
PC7VBJ |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
NASDAQ 100 INDEX |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
12,200.00 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: |
-22.55 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.52 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.15 |
Parity: |
-51.54 |
Time value: |
7.34 |
Break-even: |
10,660.47 |
Moneyness: |
0.69 |
Premium: |
0.36 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.01 |
Spread %: |
0.14% |
Delta: |
-0.12 |
Theta: |
-0.43 |
Omega: |
-2.69 |
Rho: |
-98.35 |
Quote data
Open: |
7.28 |
High: |
7.36 |
Low: |
7.28 |
Previous Close: |
7.45 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-14.81% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
8.64 |
7.45 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
8.06 |
Avg. volume 1W: |
|
0.00 |
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: |
|
- |