BNP Paribas Put 17200 NDX.X 17.12.2027
/ DE000PC4YNE5
BNP Paribas Put 17200 NDX.X 17.12.../ DE000PC4YNE5 /
| 2024-07-31 5:15:26 PM |
Chg.-0.91 |
Bid9:48:00 PM |
Ask9:48:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 15.25EUR |
-5.63% |
15.14
Bid Size: 5,000 |
15.15
Ask Size: 5,000 |
NASDAQ 100 INDEX |
17,200.00 USD |
2027-12-17 |
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: |
2027-12-17 |
| Issue date: |
2024-02-09 |
| Last trading day: |
2027-12-16 |
| 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: |
15.82 |
| High: |
15.82 |
| Low: |
15.25 |
| Previous Close: |
16.16 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.37% |
| 1 Month |
|
|
+9.24% |
| 3 Months |
|
|
-13.70% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
16.16 |
15.62 |
| 1M High / 1M Low: |
16.16 |
13.15 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
15.90 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
14.25 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
43.32% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
