BNP Paribas Put 17200 NDX.X 17.12.2027
/ DE000PC4YNE5
BNP Paribas Put 17200 NDX.X 17.12.../ DE000PC4YNE5 /
| 14/08/2024 21:20:17 |
Chg.-0.510 |
Bid21:59:51 |
Ask21:59:51 |
Underlying |
Strike price |
Expiration date |
Option type |
| 15.710EUR |
-3.14% |
-
Bid Size: - |
-
Ask Size: - |
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: |
-10.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.49 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.16 |
| Parity: |
-16.43 |
| Time value: |
16.12 |
| Break-even: |
14,030.05 |
| Moneyness: |
0.90 |
| Premium: |
0.19 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.06% |
| Delta: |
-0.24 |
| Theta: |
-0.52 |
| Omega: |
-2.61 |
| Rho: |
-194.63 |
Quote data
| Open: |
15.980 |
| High: |
16.150 |
| Low: |
15.700 |
| Previous Close: |
16.220 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.78% |
| 1 Month |
|
|
+16.11% |
| 3 Months |
|
|
-2.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
18.220 |
15.710 |
| 1M High / 1M Low: |
20.630 |
13.530 |
| 6M High / 6M Low: |
20.630 |
13.080 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
16.970 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
16.214 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
16.522 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.44% |
| Volatility 6M: |
|
51.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
