BNP Paribas Put 18700 NDX.X 20.09.2024
/ DE000PC4YH32
BNP Paribas Put 18700 NDX.X 20.09.../ DE000PC4YH32 /
| 2024-05-29 7:20:40 PM |
Chg.+0.290 |
Bid7:44:29 PM |
Ask7:44:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.060EUR |
+6.08% |
5.080
Bid Size: 13,000 |
5.090
Ask Size: 13,000 |
NASDAQ 100 INDEX |
18,700.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
PC4YH3 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NASDAQ 100 INDEX |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
18,700.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-09 |
| Last trading day: |
2024-09-19 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-37.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.93 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.14 |
| Parity: |
-1.56 |
| Time value: |
4.58 |
| Break-even: |
16,775.12 |
| Moneyness: |
0.99 |
| Premium: |
0.04 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
0.22% |
| Delta: |
-0.39 |
| Theta: |
-1.90 |
| Omega: |
-14.85 |
| Rho: |
-22.69 |
Quote data
| Open: |
4.920 |
| High: |
5.270 |
| Low: |
4.820 |
| Previous Close: |
4.770 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.17% |
| 1 Month |
|
|
-53.32% |
| 3 Months |
|
|
-48.84% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.610 |
4.480 |
| 1M High / 1M Low: |
11.780 |
4.480 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.026 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.282 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
