OverviewChartNewsTraderScreen

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

EUWAX
2024-05-31  3:19:44 PM Chg.+0.01 Bid3:22:38 PM Ask3:22:38 PM Underlying Strike price Expiration date Option type
3.47EUR +0.29% 3.48
Bid Size: 12,000		 3.49
Ask Size: 12,000		 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: -52.67
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.16
Parity: -48.59
Time value: 3.52
Break-even: 13,328.00
Moneyness: 0.74
Premium: 0.28
Premium p.a.: 0.17
Spread abs.: 0.01
Spread %: 0.28%
Delta: -0.10
Theta: -0.74
Omega: -5.47
Rho: -35.36
 

Quote data

Open: 3.56
High: 3.56
Low: 3.47
Previous Close: 3.46
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.10%
1 Month
  -23.57%
3 Months
  -27.71%
YTD
  -44.57%
1 Year
  -72.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.46 3.21
1M High / 1M Low: 4.71 3.21
6M High / 6M Low: 7.77 3.21
High (YTD): 2024-01-03 7.04
Low (YTD): 2024-05-24 3.21
52W High: 2023-05-31 12.42
52W Low: 2024-05-24 3.21
Avg. price 1W:   3.31
Avg. volume 1W:   0.00
Avg. price 1M:   3.63
Avg. volume 1M:   0.00
Avg. price 6M:   5.15
Avg. volume 6M:   0.00
Avg. price 1Y:   7.30
Avg. volume 1Y:   0.00
Volatility 1M:   50.93%
Volatility 6M:   59.13%
Volatility 1Y:   58.58%
Volatility 3Y:   -