BNP Paribas Put 18800 NDX.X 17.12.2027
/ DE000PC4YNL0
BNP Paribas Put 18800 NDX.X 17.12.../ DE000PC4YNL0 /
| 14/08/2024 17:22:17 |
Chg.-0.54 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 20.58EUR |
-2.56% |
-
Bid Size: - |
-
Ask Size: - |
NASDAQ 100 INDEX |
18,800.00 USD |
17/12/2027 |
Put |
Master data
| WKN: |
PC4YNL |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NASDAQ 100 INDEX |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
18,800.00 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: |
-8.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.59 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.16 |
| Parity: |
-1.88 |
| Time value: |
20.72 |
| Break-even: |
15,025.13 |
| Moneyness: |
0.99 |
| Premium: |
0.13 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.05% |
| Delta: |
-0.30 |
| Theta: |
-0.44 |
| Omega: |
-2.53 |
| Rho: |
-244.31 |
Quote data
| Open: |
20.57 |
| High: |
20.77 |
| Low: |
20.57 |
| Previous Close: |
21.12 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.87% |
| 1 Month |
|
|
+21.13% |
| 3 Months |
|
|
-0.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
23.09 |
20.58 |
| 1M High / 1M Low: |
25.66 |
16.99 |
| 6M High / 6M Low: |
25.66 |
16.82 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
21.74 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
20.59 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
21.02 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.94% |
| Volatility 6M: |
|
47.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
