BNP Paribas Put 19100 NDX.X 16.08.2024
/ DE000PC4YH16
BNP Paribas Put 19100 NDX.X 16.08.../ DE000PC4YH16 /
| 2024-05-28 8:20:48 PM |
Chg.+0.220 |
Bid9:13:14 PM |
Ask9:13:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.210EUR |
+4.41% |
5.390
Bid Size: 15,000 |
5.400
Ask Size: 15,000 |
NASDAQ 100 INDEX |
19,100.00 USD |
2024-08-16 |
Put |
Master data
| WKN: |
PC4YH1 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NASDAQ 100 INDEX |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
19,100.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-02-09 |
| Last trading day: |
2024-08-15 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-34.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.34 |
| Intrinsic value: |
2.69 |
| Implied volatility: |
0.13 |
| Historic volatility: |
0.14 |
| Parity: |
2.69 |
| Time value: |
2.30 |
| Break-even: |
17,086.29 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.20% |
| Delta: |
-0.53 |
| Theta: |
-1.69 |
| Omega: |
-18.47 |
| Rho: |
-21.30 |
Quote data
| Open: |
5.150 |
| High: |
5.260 |
| Low: |
4.930 |
| Previous Close: |
4.990 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.58% |
| 1 Month |
|
|
-58.78% |
| 3 Months |
|
|
-56.66% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.510 |
4.990 |
| 1M High / 1M Low: |
13.940 |
4.990 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.838 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
8.712 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.05% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
