BNP Paribas Put 13500 NDX.X 17.12.2027
/ DE000PC7VBQ3
BNP Paribas Put 13500 NDX.X 17.12.../ DE000PC7VBQ3 /
2024-06-05 5:20:11 PM |
Chg.-0.270 |
Bid5:44:20 PM |
Ask5:44:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
7.680EUR |
-3.40% |
7.680 Bid Size: 7,000 |
7.690 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: |
-21.65 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.70 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.14 |
Parity: |
-47.37 |
Time value: |
7.92 |
Break-even: |
11,614.09 |
Moneyness: |
0.72 |
Premium: |
0.32 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.01 |
Spread %: |
0.13% |
Delta: |
-0.13 |
Theta: |
-0.45 |
Omega: |
-2.87 |
Rho: |
-108.23 |
Quote data
Open: |
7.840 |
High: |
7.850 |
Low: |
7.680 |
Previous Close: |
7.950 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-2.29% |
1 Month |
|
|
-16.61% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
8.220 |
7.860 |
1M High / 1M Low: |
9.160 |
7.860 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
8.034 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
8.522 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
29.66% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |