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

EUWAX
2024-05-28  8:48:06 AM Chg.-0.03 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
3.20EUR -0.93% -
Bid Size: -		 -
Ask Size: -		 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: -58.59
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.16
Parity: -51.58
Time value: 3.21
Break-even: 13,329.00
Moneyness: 0.73
Premium: 0.29
Premium p.a.: 0.18
Spread abs.: 0.01
Spread %: 0.31%
Delta: -0.09
Theta: -0.71
Omega: -5.57
Rho: -32.91
 

Quote data

Open: 3.20
High: 3.20
Low: 3.20
Previous Close: 3.23
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.31%
1 Month
  -28.57%
3 Months
  -32.77%
YTD
  -48.47%
1 Year
  -73.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.23 3.18
1M High / 1M Low: 4.67 3.18
6M High / 6M Low: 7.71 3.18
High (YTD): 2024-01-03 6.99
Low (YTD): 2024-05-23 3.18
52W High: 2023-05-31 12.33
52W Low: 2024-05-23 3.18
Avg. price 1W:   3.20
Avg. volume 1W:   0.00
Avg. price 1M:   3.66
Avg. volume 1M:   0.00
Avg. price 6M:   5.15
Avg. volume 6M:   0.00
Avg. price 1Y:   7.31
Avg. volume 1Y:   0.00
Volatility 1M:   46.51%
Volatility 6M:   59.20%
Volatility 1Y:   58.61%
Volatility 3Y:   -