BNP Paribas Put 22000 NDX.X 17.09.2027
/ DE000PG2K472
BNP Paribas Put 22000 NDX.X 17.09.../ DE000PG2K472 /
| 09/10/2024 17:23:05 |
Chg.- |
Bid08:24:59 |
Ask08:24:59 |
Underlying |
Strike price |
Expiration date |
Option type |
| 27.38EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
NASDAQ 100 INDEX |
22,000.00 USD |
17/09/2027 |
Put |
Master data
| WKN: |
PG2K47 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NASDAQ 100 INDEX |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
22,000.00 USD |
| Maturity: |
17/09/2027 |
| Issue date: |
13/06/2024 |
| Last trading day: |
16/09/2027 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-6.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
18.69 |
| Intrinsic value: |
15.82 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.16 |
| Parity: |
15.82 |
| Time value: |
11.29 |
| Break-even: |
17,395.84 |
| Moneyness: |
1.09 |
| Premium: |
0.06 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.01 |
| Spread %: |
0.04% |
| Delta: |
-0.41 |
| Theta: |
-0.39 |
| Omega: |
-2.79 |
| Rho: |
-301.96 |
Quote data
| Open: |
28.01 |
| High: |
28.01 |
| Low: |
27.38 |
| Previous Close: |
28.03 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.44% |
| 1 Month |
|
|
-17.88% |
| 3 Months |
|
|
+6.12% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
29.58 |
27.38 |
| 1M High / 1M Low: |
34.31 |
27.38 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
28.42 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
29.61 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
46.20% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
