BNP Paribas Put 22400 NDX.X 19.09.2025
/ DE000PG86SY1
BNP Paribas Put 22400 NDX.X 19.09.../ DE000PG86SY1 /
| 1/23/2025 3:15:10 PM |
Chg.+0.06 |
Bid3:24:34 PM |
Ask3:24:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.22EUR |
+2.78% |
2.22
Bid Size: 100,000 |
2.23
Ask Size: 100,000 |
NASDAQ 100 INDEX |
22,400.00 - |
9/19/2025 |
Put |
Master data
| WKN: |
PG86SY |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NASDAQ 100 INDEX |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
22,400.00 - |
| Maturity: |
9/19/2025 |
| Issue date: |
10/8/2024 |
| Last trading day: |
9/18/2025 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-100.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
13.48 |
| Intrinsic value: |
5.47 |
| Implied volatility: |
0.02 |
| Historic volatility: |
0.18 |
| Parity: |
5.47 |
| Time value: |
-3.30 |
| Break-even: |
22,183.00 |
| Moneyness: |
1.03 |
| Premium: |
-0.02 |
| Premium p.a.: |
-0.02 |
| Spread abs.: |
0.01 |
| Spread %: |
0.46% |
| Delta: |
-0.66 |
| Theta: |
0.87 |
| Omega: |
-66.90 |
| Rho: |
-96.47 |
Quote data
| Open: |
2.20 |
| High: |
2.22 |
| Low: |
2.20 |
| Previous Close: |
2.16 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.84% |
| 1 Month |
|
|
-5.53% |
| 3 Months |
|
|
-22.11% |
| YTD |
|
|
-4.31% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.49 |
2.16 |
| 1M High / 1M Low: |
2.87 |
2.16 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/13/2025 |
2.87 |
| Low (YTD): |
1/22/2025 |
2.16 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.35 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.47 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.70% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |