BNP Paribas Put 20500 NDX.X 17.12.2027
/ DE000PC7VBX9
BNP Paribas Put 20500 NDX.X 17.12.../ DE000PC7VBX9 /
2024-06-04 5:17:44 PM |
Chg.+0.20 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
25.66EUR |
+0.79% |
- Bid Size: - |
- Ask Size: - |
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: |
-6.72 |
Leverage: |
Yes |
Calculated values
Fair value: |
15.27 |
Intrinsic value: |
17.41 |
Implied volatility: |
0.23 |
Historic volatility: |
0.14 |
Parity: |
17.41 |
Time value: |
7.95 |
Break-even: |
16,258.75 |
Moneyness: |
1.10 |
Premium: |
0.05 |
Premium p.a.: |
0.01 |
Spread abs.: |
0.01 |
Spread %: |
0.04% |
Delta: |
-0.38 |
Theta: |
-0.14 |
Omega: |
-2.59 |
Rho: |
-321.83 |
Quote data
Open: |
25.45 |
High: |
25.73 |
Low: |
25.45 |
Previous Close: |
25.46 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+3.68% |
1 Month |
|
|
-9.46% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
26.39 |
24.75 |
1M High / 1M Low: |
27.97 |
24.75 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
25.51 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
26.20 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
27.35% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |