BNP Paribas Put 13500 NDX.X 17.12.2027
/ DE000PC7VBQ3
BNP Paribas Put 13500 NDX.X 17.12.../ DE000PC7VBQ3 /
2024-04-29 8:20:34 PM |
Chg.+0.030 |
Bid8:51:08 PM |
Ask8:51:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
9.400EUR |
+0.32% |
9.410 Bid Size: 7,000 |
9.420 Ask Size: 7,000 |
NASDAQ 100 INDEX |
13,500.00 USD |
2027-12-17 |
Put |
Master data
WKN: |
PC7VBQ |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
NASDAQ 100 INDEX |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
13,500.00 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: |
-17.60 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.27 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.29 |
Historic volatility: |
0.15 |
Parity: |
-39.40 |
Time value: |
9.40 |
Break-even: |
11,668.63 |
Moneyness: |
0.76 |
Premium: |
0.29 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.01 |
Spread %: |
0.11% |
Delta: |
-0.15 |
Theta: |
-0.44 |
Omega: |
-2.68 |
Rho: |
-125.72 |
Quote data
Open: |
9.300 |
High: |
9.410 |
Low: |
9.300 |
Previous Close: |
9.370 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-10.82% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
10.540 |
9.370 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
10.060 |
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: |
|
- |