BNP Paribas Put 17000 NDX.X 17.12.2027
/ DE000PC4YND7
BNP Paribas Put 17000 NDX.X 17.12.../ DE000PC4YND7 /
| 2024-07-31 9:20:33 PM |
Chg.-1.160 |
Bid9:59:30 PM |
Ask9:59:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 14.670EUR |
-7.33% |
14.730
Bid Size: 5,000 |
14.740
Ask Size: 5,000 |
NASDAQ 100 INDEX |
17,000.00 USD |
2027-12-17 |
Put |
Master data
| WKN: |
PC4YND |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NASDAQ 100 INDEX |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
17,000.00 USD |
| Maturity: |
2027-12-17 |
| Issue date: |
2024-02-09 |
| Last trading day: |
2027-12-16 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-10.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.96 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.15 |
| Parity: |
-16.61 |
| Time value: |
15.85 |
| Break-even: |
14,132.96 |
| Moneyness: |
0.90 |
| Premium: |
0.19 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.06% |
| Delta: |
-0.24 |
| Theta: |
-0.50 |
| Omega: |
-2.66 |
| Rho: |
-195.94 |
Quote data
| Open: |
15.320 |
| High: |
15.350 |
| Low: |
14.670 |
| Previous Close: |
15.830 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.05% |
| 1 Month |
|
|
+7.39% |
| 3 Months |
|
|
-15.25% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
15.830 |
15.170 |
| 1M High / 1M Low: |
15.830 |
12.670 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
15.458 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
13.818 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
52.05% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
