BNP Paribas Put 16800 NDX.X 17.12.2027
/ DE000PC4YNC9
BNP Paribas Put 16800 NDX.X 17.12.../ DE000PC4YNC9 /
| 06/09/2024 21:20:25 |
Chg.+0.770 |
Bid21:59:49 |
Ask21:59:49 |
Underlying |
Strike price |
Expiration date |
Option type |
| 16.580EUR |
+4.87% |
16.660
Bid Size: 5,000 |
16.670
Ask Size: 5,000 |
NASDAQ 100 INDEX |
16,800.00 USD |
17/12/2027 |
Put |
Master data
| WKN: |
PC4YNC |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NASDAQ 100 INDEX |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
16,800.00 USD |
| Maturity: |
17/12/2027 |
| Issue date: |
09/02/2024 |
| Last trading day: |
16/12/2027 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-10.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.80 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.16 |
| Parity: |
-19.17 |
| Time value: |
15.70 |
| Break-even: |
13,549.95 |
| Moneyness: |
0.89 |
| Premium: |
0.20 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.06% |
| Delta: |
-0.24 |
| Theta: |
-0.57 |
| Omega: |
-2.56 |
| Rho: |
-183.49 |
Quote data
| Open: |
16.070 |
| High: |
16.860 |
| Low: |
15.800 |
| Previous Close: |
15.810 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.19% |
| 1 Month |
|
|
-7.27% |
| 3 Months |
|
|
+18.60% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
16.580 |
13.690 |
| 1M High / 1M Low: |
17.880 |
13.430 |
| 6M High / 6M Low: |
19.420 |
12.270 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
15.296 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
14.779 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
15.178 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
61.78% |
| Volatility 6M: |
|
52.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
