BNP Paribas Put 18750 NDX.X 20.09.2024
/ DE000PC4YH40
BNP Paribas Put 18750 NDX.X 20.09.../ DE000PC4YH40 /
| 2024-05-29 7:20:42 PM |
Chg.+0.290 |
Bid8:19:28 PM |
Ask8:19:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.220EUR |
+5.88% |
5.150
Bid Size: 13,000 |
5.160
Ask Size: 13,000 |
NASDAQ 100 INDEX |
18,750.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
PC4YH4 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NASDAQ 100 INDEX |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
18,750.00 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: |
-36.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.14 |
| Parity: |
-1.10 |
| Time value: |
4.73 |
| Break-even: |
16,806.19 |
| Moneyness: |
0.99 |
| Premium: |
0.03 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.21% |
| Delta: |
-0.40 |
| Theta: |
-1.87 |
| Omega: |
-14.79 |
| Rho: |
-23.33 |
Quote data
| Open: |
5.090 |
| High: |
5.450 |
| Low: |
4.980 |
| Previous Close: |
4.930 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.26% |
| 1 Month |
|
|
-53.06% |
| 3 Months |
|
|
-48.42% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.810 |
4.630 |
| 1M High / 1M Low: |
12.070 |
4.630 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.196 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.499 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
