BNP Paribas Put 22000 NDX.X 17.09.2027
/ DE000PG2K472
BNP Paribas Put 22000 NDX.X 17.09.../ DE000PG2K472 /
| 11/13/2024 12:26:46 PM |
Chg.0.00 |
Bid3:11:40 PM |
Ask3:11:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 23.63EUR |
0.00% |
23.73
Bid Size: 4,000 |
23.74
Ask Size: 4,000 |
NASDAQ 100 INDEX |
22,000.00 USD |
9/17/2027 |
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: |
9/17/2027 |
| Issue date: |
6/13/2024 |
| Last trading day: |
9/16/2027 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-8.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
17.01 |
| Intrinsic value: |
8.75 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.16 |
| Parity: |
8.75 |
| Time value: |
14.71 |
| Break-even: |
18,376.17 |
| Moneyness: |
1.04 |
| Premium: |
0.07 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
0.04% |
| Delta: |
-0.38 |
| Theta: |
-0.47 |
| Omega: |
-3.22 |
| Rho: |
-281.70 |
Quote data
| Open: |
23.65 |
| High: |
23.65 |
| Low: |
23.63 |
| Previous Close: |
23.63 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.18% |
| 1 Month |
|
|
-13.66% |
| 3 Months |
|
|
-27.45% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
24.66 |
23.28 |
| 1M High / 1M Low: |
27.75 |
23.28 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
23.69 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
26.21 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
45.22% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
