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BNP Paribas Put 12320 NDX.X 20.12.../  DE000PC0X317  /

Frankfurt Zert./BNP
2024-05-28  8:20:51 PM Chg.+0.010 Bid9:05:43 PM Ask9:05:43 PM Underlying Strike price Expiration date Option type
0.430EUR +2.38% 0.440
Bid Size: 63,000		 0.450
Ask Size: 63,000		 NASDAQ 100 INDEX 12,320.00 - 2024-12-20 Put
 

Master data

WKN: PC0X31
Issuer: BNP PARIBAS
Currency: EUR
Underlying: NASDAQ 100 INDEX
Type: Warrant
Option type: Put
Strike price: 12,320.00 -
Maturity: 2024-12-20
Issue date: 2023-04-11
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -437.40
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.16
Parity: -64.88
Time value: 0.43
Break-even: 12,277.00
Moneyness: 0.66
Premium: 0.35
Premium p.a.: 0.70
Spread abs.: 0.01
Spread %: 2.38%
Delta: -0.02
Theta: -0.55
Omega: -10.30
Rho: -2.74
 

Quote data

Open: 0.430
High: 0.440
Low: 0.420
Previous Close: 0.420
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+4.88%
1 Month
  -49.41%
3 Months
  -60.91%
YTD
  -78.82%
1 Year
  -93.48%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.460 0.410
1M High / 1M Low: 0.860 0.410
6M High / 6M Low: 2.830 0.410
High (YTD): 2024-01-03 2.340
Low (YTD): 2024-05-21 0.410
52W High: 2023-05-31 6.830
52W Low: 2024-05-21 0.410
Avg. price 1W:   0.432
Avg. volume 1W:   0.000
Avg. price 1M:   0.547
Avg. volume 1M:   0.000
Avg. price 6M:   1.360
Avg. volume 6M:   0.000
Avg. price 1Y:   2.919
Avg. volume 1Y:   0.000
Volatility 1M:   87.46%
Volatility 6M:   113.10%
Volatility 1Y:   100.20%
Volatility 3Y:   -