BNP Paribas Put 12320 NDX.X 20.12.2024
/ DE000PC0X317
BNP Paribas Put 12320 NDX.X 20.12.../ DE000PC0X317 /
2024-05-28 8:48:05 AM |
Chg.0.000 |
Bid9:18:16 PM |
Ask9:18:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.430EUR |
0.00% |
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: |
0.430 |
Low: |
0.430 |
Previous Close: |
0.430 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+2.38% |
1 Month |
|
|
-51.69% |
3 Months |
|
|
-59.81% |
YTD |
|
|
-78.82% |
1 Year |
|
|
-93.50% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.430 |
0.400 |
1M High / 1M Low: |
0.840 |
0.400 |
6M High / 6M Low: |
2.850 |
0.400 |
High (YTD): |
2024-01-03 |
2.340 |
Low (YTD): |
2024-05-22 |
0.400 |
52W High: |
2023-05-31 |
6.800 |
52W Low: |
2024-05-22 |
0.400 |
Avg. price 1W: |
|
0.418 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.550 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.359 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
2.921 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
84.38% |
Volatility 6M: |
|
102.30% |
Volatility 1Y: |
|
94.02% |
Volatility 3Y: |
|
- |