BNP Paribas Put 14000 NDX.X 17.12.2027
/ DE000PC5H3E2
BNP Paribas Put 14000 NDX.X 17.12.../ DE000PC5H3E2 /
| 13/11/2024 14:27:51 |
Chg.-0.03 |
Bid15:16:55 |
Ask15:16:55 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.14EUR |
-0.49% |
6.20
Bid Size: 8,000 |
6.21
Ask Size: 8,000 |
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: |
-32.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.66 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.16 |
| Parity: |
-66.60 |
| Time value: |
6.12 |
| Break-even: |
12,574.83 |
| Moneyness: |
0.66 |
| Premium: |
0.37 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.16% |
| Delta: |
-0.10 |
| Theta: |
-0.56 |
| Omega: |
-3.36 |
| Rho: |
-82.48 |
Quote data
| Open: |
6.15 |
| High: |
6.16 |
| Low: |
6.14 |
| Previous Close: |
6.17 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.53% |
| 1 Month |
|
|
-20.88% |
| 3 Months |
|
|
-32.38% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.64 |
6.04 |
| 1M High / 1M Low: |
7.77 |
6.04 |
| 6M High / 6M Low: |
11.77 |
6.04 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.23 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.22 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
8.26 |
| Avg. volume 6M: |
|
1.82 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
52.98% |
| Volatility 6M: |
|
59.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
