BNP Paribas Put 14000 NDX.X 17.12.2027
/ DE000PC5H3E2
BNP Paribas Put 14000 NDX.X 17.12.../ DE000PC5H3E2 /
31/07/2024 21:20:17 |
Chg.-0.700 |
Bid21:59:18 |
Ask21:59:18 |
Underlying |
Strike price |
Expiration date |
Option type |
8.390EUR |
-7.70% |
8.420 Bid Size: 7,000 |
8.430 Ask Size: 7,000 |
NASDAQ 100 INDEX |
14,000.00 USD |
17/12/2027 |
Put |
Master data
WKN: |
PC5H3E |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
NASDAQ 100 INDEX |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
14,000.00 USD |
Maturity: |
17/12/2027 |
Issue date: |
22/02/2024 |
Last trading day: |
16/12/2027 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-19.08 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.29 |
Historic volatility: |
0.15 |
Parity: |
-44.35 |
Time value: |
9.11 |
Break-even: |
12,033.21 |
Moneyness: |
0.74 |
Premium: |
0.31 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.01 |
Spread %: |
0.11% |
Delta: |
-0.15 |
Theta: |
-0.52 |
Omega: |
-2.81 |
Rho: |
-117.29 |
Quote data
Open: |
8.790 |
High: |
8.810 |
Low: |
8.390 |
Previous Close: |
9.090 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-6.36% |
1 Month |
|
|
+6.88% |
3 Months |
|
|
-17.01% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
9.090 |
8.710 |
1M High / 1M Low: |
9.090 |
7.380 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
8.908 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
8.003 |
Avg. volume 1M: |
|
1.818 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
52.75% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |