BNP Paribas Put 70 NDAQ 20.09.2024
/ DE000PC613X2
BNP Paribas Put 70 NDAQ 20.09.202.../ DE000PC613X2 /
| 2024-06-07 9:50:24 PM |
Chg.+0.060 |
Bid9:56:33 PM |
Ask9:56:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.050EUR |
+6.06% |
1.060
Bid Size: 22,500 |
1.070
Ask Size: 22,500 |
Nasdaq Inc |
70.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
PC613X |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Nasdaq Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
70.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-21 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.04 |
| Intrinsic value: |
1.04 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.21 |
| Parity: |
1.04 |
| Time value: |
0.03 |
| Break-even: |
54.11 |
| Moneyness: |
1.19 |
| Premium: |
0.01 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.01 |
| Spread %: |
0.94% |
| Delta: |
-0.80 |
| Theta: |
-0.01 |
| Omega: |
-4.07 |
| Rho: |
-0.15 |
Quote data
| Open: |
1.000 |
| High: |
1.060 |
| Low: |
0.980 |
| Previous Close: |
0.990 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+11.70% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.050 |
0.970 |
| 1M High / 1M Low: |
1.050 |
0.730 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.010 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.885 |
| Avg. volume 1M: |
|
886.957 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.05% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
