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BNP Paribas Put 13650 NDX.X 19.12.../  DE000PC0X7F5  /

Frankfurt Zert./BNP
2024-06-07  9:20:20 PM Chg.+0.050 Bid9:59:32 PM Ask9:59:32 PM Underlying Strike price Expiration date Option type
3.190EUR +1.59% 3.180
Bid Size: 13,000		 3.190
Ask Size: 13,000		 NASDAQ 100 INDEX 13,650.00 - 2025-12-19 Put
 

Master data

WKN: PC0X7F
Issuer: BNP PARIBAS
Currency: EUR
Underlying: NASDAQ 100 INDEX
Type: Warrant
Option type: Put
Strike price: 13,650.00 -
Maturity: 2025-12-19
Issue date: 2023-04-11
Last trading day: 2025-12-18
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -59.56
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.16
Parity: -53.51
Time value: 3.19
Break-even: 13,331.00
Moneyness: 0.72
Premium: 0.30
Premium p.a.: 0.19
Spread abs.: 0.01
Spread %: 0.31%
Delta: -0.09
Theta: -0.74
Omega: -5.53
Rho: -31.91
 

Quote data

Open: 3.130
High: 3.190
Low: 3.120
Previous Close: 3.140
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -11.63%
1 Month
  -15.16%
3 Months
  -34.76%
YTD
  -48.71%
1 Year
  -71.08%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.450 3.120
1M High / 1M Low: 3.760 3.120
6M High / 6M Low: 6.990 3.120
High (YTD): 2024-01-03 6.990
Low (YTD): 2024-06-05 3.120
52W High: 2023-10-27 11.820
52W Low: 2024-06-05 3.120
Avg. price 1W:   3.262
Avg. volume 1W:   0.000
Avg. price 1M:   3.390
Avg. volume 1M:   0.000
Avg. price 6M:   4.904
Avg. volume 6M:   0.000
Avg. price 1Y:   7.038
Avg. volume 1Y:   0.000
Volatility 1M:   53.01%
Volatility 6M:   66.83%
Volatility 1Y:   63.54%
Volatility 3Y:   -