BNP Paribas Put 18000 NDX.X 17.12.2027
/ DE000PC4YNH8
BNP Paribas Put 18000 NDX.X 17.12.../ DE000PC4YNH8 /
7/8/2024 12:22:15 PM |
Chg.-0.06 |
Bid12:33:22 PM |
Ask12:33:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
14.94EUR |
-0.40% |
14.95 Bid Size: 4,000 |
14.96 Ask Size: 4,000 |
NASDAQ 100 INDEX |
18,000.00 USD |
12/17/2027 |
Put |
Master data
WKN: |
PC4YNH |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
NASDAQ 100 INDEX |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
18,000.00 USD |
Maturity: |
12/17/2027 |
Issue date: |
2/9/2024 |
Last trading day: |
12/16/2027 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-12.52 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.14 |
Parity: |
-22.10 |
Time value: |
15.04 |
Break-even: |
15,123.02 |
Moneyness: |
0.88 |
Premium: |
0.20 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.01 |
Spread %: |
0.07% |
Delta: |
-0.22 |
Theta: |
-0.51 |
Omega: |
-2.80 |
Rho: |
-196.80 |
Quote data
Open: |
15.02 |
High: |
15.02 |
Low: |
14.94 |
Previous Close: |
15.00 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-6.39% |
1 Month |
|
|
-11.96% |
3 Months |
|
|
-24.96% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
15.96 |
15.00 |
1M High / 1M Low: |
16.89 |
15.00 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
15.42 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
15.96 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
24.99% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |