BNP Paribas Put 19200 NDX.X 17.12.2027
/ DE000PC6Z9J5
BNP Paribas Put 19200 NDX.X 17.12.../ DE000PC6Z9J5 /
| 2024-07-31 5:13:34 PM |
Chg.-1.20 |
Bid9:47:17 PM |
Ask9:47:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 20.84EUR |
-5.44% |
20.59
Bid Size: 4,000 |
20.60
Ask Size: 4,000 |
NASDAQ 100 INDEX |
19,200.00 USD |
2027-12-17 |
Put |
Master data
| WKN: |
PC6Z9J |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NASDAQ 100 INDEX |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
19,200.00 USD |
| Maturity: |
2027-12-17 |
| Issue date: |
2024-03-21 |
| Last trading day: |
2027-12-16 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-7.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.86 |
| Intrinsic value: |
3.73 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.15 |
| Parity: |
3.73 |
| Time value: |
18.56 |
| Break-even: |
15,523.05 |
| Moneyness: |
1.02 |
| Premium: |
0.11 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
0.04% |
| Delta: |
-0.33 |
| Theta: |
-0.38 |
| Omega: |
-2.55 |
| Rho: |
-267.52 |
Quote data
| Open: |
21.50 |
| High: |
21.50 |
| Low: |
20.84 |
| Previous Close: |
22.04 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.07% |
| 1 Month |
|
|
+9.17% |
| 3 Months |
|
|
-12.66% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
22.04 |
21.28 |
| 1M High / 1M Low: |
22.04 |
17.96 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
21.66 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
19.40 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
43.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
