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BNP Paribas Put 13680 NDX.X 19.12.../  DE000PC0X7G3  /

Frankfurt Zert./BNP
2024-06-07  9:20:20 PM Chg.+0.060 Bid9:59:42 PM Ask9:59:42 PM Underlying Strike price Expiration date Option type
3.220EUR +1.90% 3.210
Bid Size: 13,000		 3.220
Ask Size: 13,000		 NASDAQ 100 INDEX 13,680.00 - 2025-12-19 Put
 

Master data

WKN: PC0X7G
Issuer: BNP PARIBAS
Currency: EUR
Underlying: NASDAQ 100 INDEX
Type: Warrant
Option type: Put
Strike price: 13,680.00 -
Maturity: 2025-12-19
Issue date: 2023-04-11
Last trading day: 2025-12-18
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -59.01
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.16
Parity: -53.21
Time value: 3.22
Break-even: 13,358.00
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: -32.21
 

Quote data

Open: 3.150
High: 3.220
Low: 3.150
Previous Close: 3.160
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -11.54%
1 Month
  -15.04%
3 Months
  -34.69%
YTD
  -48.56%
1 Year
  -70.99%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.480 3.150
1M High / 1M Low: 3.790 3.150
6M High / 6M Low: 7.040 3.150
High (YTD): 2024-01-03 7.040
Low (YTD): 2024-06-05 3.150
52W High: 2023-10-27 11.900
52W Low: 2024-06-05 3.150
Avg. price 1W:   3.290
Avg. volume 1W:   0.000
Avg. price 1M:   3.420
Avg. volume 1M:   0.000
Avg. price 6M:   4.942
Avg. volume 6M:   0.000
Avg. price 1Y:   7.091
Avg. volume 1Y:   0.000
Volatility 1M:   52.53%
Volatility 6M:   66.74%
Volatility 1Y:   63.45%
Volatility 3Y:   -