BNP Paribas Put 19150 NDX.X 16.08.2024
/ DE000PC4YH24
BNP Paribas Put 19150 NDX.X 16.08.../ DE000PC4YH24 /
| 2024-06-07 5:18:28 PM |
Chg.+0.11 |
Bid10:00:09 PM |
Ask10:00:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.72EUR |
+2.39% |
-
Bid Size: - |
-
Ask Size: - |
NASDAQ 100 INDEX |
19,150.00 USD |
2024-08-16 |
Put |
Master data
| WKN: |
PC4YH2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NASDAQ 100 INDEX |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
19,150.00 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: |
-37.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.48 |
| Intrinsic value: |
1.38 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.14 |
| Parity: |
1.38 |
| Time value: |
3.33 |
| Break-even: |
17,257.94 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
0.21% |
| Delta: |
-0.49 |
| Theta: |
-2.44 |
| Omega: |
-18.38 |
| Rho: |
-17.25 |
Quote data
| Open: |
4.53 |
| High: |
4.89 |
| Low: |
4.50 |
| Previous Close: |
4.61 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.59% |
| 1 Month |
|
|
-54.26% |
| 3 Months |
|
|
-56.30% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.77 |
4.61 |
| 1M High / 1M Low: |
10.32 |
4.61 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.56 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.83 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.86% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
