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

Frankfurt Zert./BNP
2024-05-31  9:20:13 PM Chg.+0.160 Bid9:59:24 PM Ask9:59:24 PM Underlying Strike price Expiration date Option type
3.610EUR +4.64% 3.470
Bid Size: 12,000		 3.480
Ask Size: 12,000		 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: -52.97
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.16
Parity: -48.89
Time value: 3.50
Break-even: 13,300.00
Moneyness: 0.74
Premium: 0.28
Premium p.a.: 0.17
Spread abs.: 0.01
Spread %: 0.29%
Delta: -0.10
Theta: -0.74
Omega: -5.46
Rho: -35.12
 

Quote data

Open: 3.540
High: 3.740
Low: 3.440
Previous Close: 3.450
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+10.74%
1 Month
  -21.52%
3 Months
  -23.68%
YTD
  -41.96%
1 Year
  -70.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.450 3.200
1M High / 1M Low: 4.600 3.200
6M High / 6M Low: 7.760 3.200
High (YTD): 2024-01-03 6.990
Low (YTD): 2024-05-27 3.200
52W High: 2023-05-31 12.380
52W Low: 2024-05-27 3.200
Avg. price 1W:   3.310
Avg. volume 1W:   0.000
Avg. price 1M:   3.623
Avg. volume 1M:   0.000
Avg. price 6M:   5.118
Avg. volume 6M:   0.000
Avg. price 1Y:   7.248
Avg. volume 1Y:   0.000
Volatility 1M:   47.36%
Volatility 6M:   66.33%
Volatility 1Y:   62.89%
Volatility 3Y:   -