BNP Paribas Put 18800 NDX.X 17.12.2027
/ DE000PC4YNL0
BNP Paribas Put 18800 NDX.X 17.12.../ DE000PC4YNL0 /
| 10/18/2024 2:23:38 PM |
Chg.-0.05 |
Bid2:43:35 PM |
Ask2:43:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 17.69EUR |
-0.28% |
17.67
Bid Size: 4,000 |
17.68
Ask Size: 4,000 |
NASDAQ 100 INDEX |
18,800.00 USD |
12/17/2027 |
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: |
12/17/2027 |
| Issue date: |
2/9/2024 |
| Last trading day: |
12/16/2027 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-10.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.16 |
| Parity: |
-12.84 |
| Time value: |
17.90 |
| Break-even: |
15,570.55 |
| Moneyness: |
0.93 |
| Premium: |
0.16 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.06% |
| Delta: |
-0.27 |
| Theta: |
-0.60 |
| Omega: |
-2.82 |
| Rho: |
-216.62 |
Quote data
| Open: |
17.78 |
| High: |
17.80 |
| Low: |
17.69 |
| Previous Close: |
17.74 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.90% |
| 1 Month |
|
|
-10.79% |
| 3 Months |
|
|
-5.95% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
17.97 |
17.54 |
| 1M High / 1M Low: |
19.83 |
17.54 |
| 6M High / 6M Low: |
25.66 |
16.82 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
17.76 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
18.46 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
19.79 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
33.42% |
| Volatility 6M: |
|
51.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
