BNP Paribas Put 11500 NDX.X 17.09.2027
/ DE000PC7VAV5
BNP Paribas Put 11500 NDX.X 17.09.../ DE000PC7VAV5 /
| 10/10/2024 10:20:33 |
Chg.0.000 |
Bid10:41:34 |
Ask10:41:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.340EUR |
0.00% |
4.340
Bid Size: 11,000 |
4.350
Ask Size: 11,000 |
NASDAQ 100 INDEX |
11,500.00 USD |
17/09/2027 |
Put |
Master data
| WKN: |
PC7VAV |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NASDAQ 100 INDEX |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
11,500.00 USD |
| Maturity: |
17/09/2027 |
| Issue date: |
08/04/2024 |
| Last trading day: |
16/09/2027 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-42.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.16 |
| Parity: |
-80.14 |
| Time value: |
4.34 |
| Break-even: |
10,076.39 |
| Moneyness: |
0.57 |
| Premium: |
0.46 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
0.23% |
| Delta: |
-0.07 |
| Theta: |
-0.52 |
| Omega: |
-3.11 |
| Rho: |
-52.35 |
Quote data
| Open: |
4.340 |
| High: |
4.340 |
| Low: |
4.340 |
| Previous Close: |
4.340 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.82% |
| 1 Month |
|
|
-19.63% |
| 3 Months |
|
|
+2.12% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.760 |
4.340 |
| 1M High / 1M Low: |
5.400 |
4.340 |
| 6M High / 6M Low: |
7.090 |
4.170 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.546 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.664 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.054 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
41.19% |
| Volatility 6M: |
|
66.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
