BNP Paribas Put 10580 NDX.X 20.12.../  DE000PC0X200  /

EUWAX
2024-05-10  5:20:55 PM Chg.- Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.270EUR - -
Bid Size: -
-
Ask Size: -
NASDAQ 100 INDEX 10,580.00 - 2024-12-20 Put
 

Master data

WKN: PC0X20
Issuer: BNP PARIBAS
Currency: EUR
Underlying: NASDAQ 100 INDEX
Type: Warrant
Option type: Put
Strike price: 10,580.00 -
Maturity: 2024-12-20
Issue date: 2023-04-11
Last trading day: 2024-05-13
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -696.61
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.16
Parity: -82.28
Time value: 0.27
Break-even: 10,553.00
Moneyness: 0.56
Premium: 0.44
Premium p.a.: 0.91
Spread abs.: 0.01
Spread %: 3.85%
Delta: -0.01
Theta: -0.41
Omega: -9.08
Rho: -1.54
 

Quote data

Open: 0.270
High: 0.270
Low: 0.270
Previous Close: 0.270
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -32.50%
3 Months
  -50.00%
YTD
  -74.29%
1 Year
  -92.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.400 0.270
6M High / 6M Low: 1.460 0.270
High (YTD): 2024-01-03 1.190
Low (YTD): 2024-05-10 0.270
52W High: 2023-05-31 3.950
52W Low: 2024-05-10 0.270
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.319
Avg. volume 1M:   0.000
Avg. price 6M:   0.728
Avg. volume 6M:   0.000
Avg. price 1Y:   1.634
Avg. volume 1Y:   0.000
Volatility 1M:   89.62%
Volatility 6M:   102.95%
Volatility 1Y:   95.10%
Volatility 3Y:   -