BNP Paribas Put 17200 NDX.X 17.12.2027
/ DE000PC4YNE5
BNP Paribas Put 17200 NDX.X 17.12.../ DE000PC4YNE5 /
| 31/07/2024 21:20:15 |
Chg.-1.190 |
Bid21:59:30 |
Ask21:59:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 15.150EUR |
-7.28% |
15.220
Bid Size: 5,000 |
15.230
Ask Size: 5,000 |
NASDAQ 100 INDEX |
17,200.00 USD |
17/12/2027 |
Put |
Master data
| WKN: |
PC4YNE |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NASDAQ 100 INDEX |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
17,200.00 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: |
-10.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.38 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.15 |
| Parity: |
-14.76 |
| Time value: |
16.38 |
| Break-even: |
14,264.88 |
| Moneyness: |
0.92 |
| Premium: |
0.18 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.06% |
| Delta: |
-0.25 |
| Theta: |
-0.50 |
| Omega: |
-2.65 |
| Rho: |
-201.95 |
Quote data
| Open: |
15.820 |
| High: |
15.860 |
| Low: |
15.150 |
| Previous Close: |
16.340 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.08% |
| 1 Month |
|
|
+7.29% |
| 3 Months |
|
|
-15.22% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
16.340 |
15.670 |
| 1M High / 1M Low: |
16.340 |
13.080 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
15.968 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
14.270 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
52.32% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
