BNP Paribas Put 12800 NDX.X 17.12.2027
/ DE000PC7VBM2
BNP Paribas Put 12800 NDX.X 17.12.../ DE000PC7VBM2 /
2024-04-29 9:20:16 PM |
Chg.+0.080 |
Bid9:57:27 PM |
Ask9:57:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
8.290EUR |
+0.97% |
8.220 Bid Size: 7,000 |
8.230 Ask Size: 7,000 |
NASDAQ 100 INDEX |
12,800.00 USD |
2027-12-17 |
Put |
Master data
WKN: |
PC7VBM |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
NASDAQ 100 INDEX |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
12,800.00 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: |
-20.08 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.81 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.29 |
Historic volatility: |
0.15 |
Parity: |
-45.94 |
Time value: |
8.24 |
Break-even: |
11,130.85 |
Moneyness: |
0.72 |
Premium: |
0.33 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.01 |
Spread %: |
0.12% |
Delta: |
-0.13 |
Theta: |
-0.44 |
Omega: |
-2.69 |
Rho: |
-110.40 |
Quote data
Open: |
8.160 |
High: |
8.290 |
Low: |
8.160 |
Previous Close: |
8.210 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-10.48% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
9.260 |
8.210 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
8.832 |
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: |
|
- |