BNP Paribas Put 12280 NDX.X 20.12.../  DE000PC0X309  /

EUWAX
2024-05-29  5:26:26 PM Chg.+0.040 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.460EUR +9.52% -
Bid Size: -
-
Ask Size: -
NASDAQ 100 INDEX 12,280.00 - 2024-12-20 Put
 

Master data

WKN: PC0X30
Issuer: BNP PARIBAS
Currency: EUR
Underlying: NASDAQ 100 INDEX
Type: Warrant
Option type: Put
Strike price: 12,280.00 -
Maturity: 2024-12-20
Issue date: 2023-04-11
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -428.85
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.16
Parity: -65.89
Time value: 0.44
Break-even: 12,236.00
Moneyness: 0.65
Premium: 0.35
Premium p.a.: 0.71
Spread abs.: 0.01
Spread %: 2.33%
Delta: -0.02
Theta: -0.57
Omega: -10.12
Rho: -2.75
 

Quote data

Open: 0.450
High: 0.480
Low: 0.450
Previous Close: 0.420
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+17.95%
1 Month
  -43.90%
3 Months
  -56.19%
YTD
  -77.00%
1 Year
  -92.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.420 0.390
1M High / 1M Low: 0.820 0.390
6M High / 6M Low: 2.810 0.390
High (YTD): 2024-01-03 2.310
Low (YTD): 2024-05-22 0.390
52W High: 2023-05-31 6.720
52W Low: 2024-05-22 0.390
Avg. price 1W:   0.412
Avg. volume 1W:   0.000
Avg. price 1M:   0.535
Avg. volume 1M:   0.000
Avg. price 6M:   1.321
Avg. volume 6M:   0.000
Avg. price 1Y:   2.871
Avg. volume 1Y:   0.000
Volatility 1M:   82.19%
Volatility 6M:   101.17%
Volatility 1Y:   93.30%
Volatility 3Y:   -