BNP Paribas Put 21000 NDX.X 17.12.2027
/ DE000PC7VBZ4
BNP Paribas Put 21000 NDX.X 17.12.../ DE000PC7VBZ4 /
| 2024-06-05 5:21:42 PM |
Chg.-1.09 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 26.44EUR |
-3.96% |
-
Bid Size: - |
-
Ask Size: - |
NASDAQ 100 INDEX |
21,000.00 USD |
2027-12-17 |
Put |
Master data
| WKN: |
PC7VBZ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NASDAQ 100 INDEX |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
21,000.00 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: |
-6.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
17.29 |
| Intrinsic value: |
21.55 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.14 |
| Parity: |
21.55 |
| Time value: |
5.69 |
| Break-even: |
16,574.37 |
| Moneyness: |
1.13 |
| Premium: |
0.03 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.01 |
| Spread %: |
0.04% |
| Delta: |
-0.41 |
| Theta: |
-0.10 |
| Omega: |
-2.55 |
| Rho: |
-342.24 |
Quote data
| Open: |
27.03 |
| High: |
27.03 |
| Low: |
26.44 |
| Previous Close: |
27.53 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.38% |
| 1 Month |
|
|
-12.85% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
28.28 |
26.54 |
| 1M High / 1M Low: |
29.93 |
26.54 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
27.35 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
28.07 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
26.71% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
