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BNP Paribas Put 12420 NDX.X 20.12.../  DE000PC0X333  /

EUWAX
2024-05-28  8:48:05 AM Chg.0.000 Bid7:45:36 PM Ask7:45:36 PM Underlying Strike price Expiration date Option type
0.450EUR 0.00% 0.450
Bid Size: 61,000		 0.460
Ask Size: 61,000		 NASDAQ 100 INDEX 12,420.00 - 2024-12-20 Put
 

Master data

WKN: PC0X33
Issuer: BNP PARIBAS
Currency: EUR
Underlying: NASDAQ 100 INDEX
Type: Warrant
Option type: Put
Strike price: 12,420.00 -
Maturity: 2024-12-20
Issue date: 2023-04-11
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -417.96
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.16
Parity: -63.88
Time value: 0.45
Break-even: 12,375.00
Moneyness: 0.66
Premium: 0.34
Premium p.a.: 0.68
Spread abs.: 0.01
Spread %: 2.27%
Delta: -0.02
Theta: -0.57
Omega: -10.32
Rho: -2.87
 

Quote data

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

Performance

1 Week  
+2.27%
1 Month
  -51.61%
3 Months
  -59.46%
YTD
  -78.57%
1 Year
  -93.40%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.420
1M High / 1M Low: 0.880 0.420
6M High / 6M Low: 2.960 0.420
High (YTD): 2024-01-03 2.430
Low (YTD): 2024-05-22 0.420
52W High: 2023-05-31 7.000
52W Low: 2024-05-22 0.420
Avg. price 1W:   0.436
Avg. volume 1W:   0.000
Avg. price 1M:   0.576
Avg. volume 1M:   0.000
Avg. price 6M:   1.413
Avg. volume 6M:   0.000
Avg. price 1Y:   3.023
Avg. volume 1Y:   0.000
Volatility 1M:   80.75%
Volatility 6M:   102.85%
Volatility 1Y:   94.22%
Volatility 3Y:   -