BNP Paribas Put 17500 NDX.X 17.12.2027
/ DE000PC4YNF2
BNP Paribas Put 17500 NDX.X 17.12.../ DE000PC4YNF2 /
2024-07-31 9:20:23 PM |
Chg.-1.240 |
Bid9:37:57 PM |
Ask9:37:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
15.910EUR |
-7.23% |
15.930 Bid Size: 5,000 |
15.940 Ask Size: 5,000 |
NASDAQ 100 INDEX |
17,500.00 USD |
2027-12-17 |
Put |
Master data
WKN: |
PC4YNF |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
NASDAQ 100 INDEX |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
17,500.00 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: |
-10.12 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.05 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.15 |
Parity: |
-11.99 |
Time value: |
17.18 |
Break-even: |
14,462.26 |
Moneyness: |
0.93 |
Premium: |
0.17 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.01 |
Spread %: |
0.06% |
Delta: |
-0.26 |
Theta: |
-0.48 |
Omega: |
-2.63 |
Rho: |
-211.10 |
Quote data
Open: |
16.610 |
High: |
16.640 |
Low: |
15.910 |
Previous Close: |
17.150 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-4.90% |
1 Month |
|
|
+7.43% |
3 Months |
|
|
-15.01% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
17.150 |
16.440 |
1M High / 1M Low: |
17.150 |
13.710 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
16.750 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
14.966 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
52.15% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |