BNP Paribas Put 20500 NDX.X 17.12.2027
/ DE000PC7VBX9
BNP Paribas Put 20500 NDX.X 17.12.../ DE000PC7VBX9 /
2024-04-29 9:20:29 PM |
Chg.+0.180 |
Bid9:58:33 PM |
Ask9:58:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
28.620EUR |
+0.63% |
28.390 Bid Size: 4,000 |
28.400 Ask Size: 4,000 |
NASDAQ 100 INDEX |
20,500.00 USD |
2027-12-17 |
Put |
Master data
WKN: |
PC7VBX |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
NASDAQ 100 INDEX |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
20,500.00 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: |
-5.81 |
Leverage: |
Yes |
Calculated values
Fair value: |
19.31 |
Intrinsic value: |
25.98 |
Implied volatility: |
0.22 |
Historic volatility: |
0.15 |
Parity: |
25.98 |
Time value: |
2.52 |
Break-even: |
16,296.44 |
Moneyness: |
1.16 |
Premium: |
0.02 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.01 |
Spread %: |
0.04% |
Delta: |
-0.42 |
Theta: |
0.00 |
Omega: |
-2.44 |
Rho: |
-356.57 |
Quote data
Open: |
28.250 |
High: |
28.620 |
Low: |
28.250 |
Previous Close: |
28.440 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-8.03% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
31.120 |
28.440 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
29.956 |
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: |
|
- |