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

EUWAX
2024-05-28  8:48:06 AM Chg.-0.02 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
3.23EUR -0.62% -
Bid Size: -		 -
Ask Size: -		 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: -58.05
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.16
Parity: -51.28
Time value: 3.24
Break-even: 13,356.00
Moneyness: 0.73
Premium: 0.29
Premium p.a.: 0.18
Spread abs.: 0.01
Spread %: 0.31%
Delta: -0.10
Theta: -0.71
Omega: -5.56
Rho: -33.22
 

Quote data

Open: 3.23
High: 3.23
Low: 3.23
Previous Close: 3.25
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -28.54%
3 Months
  -32.71%
YTD
  -48.40%
1 Year
  -72.93%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.25 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:   3.23
Avg. volume 1W:   0.00
Avg. price 1M:   3.69
Avg. volume 1M:   0.00
Avg. price 6M:   5.19
Avg. volume 6M:   0.00
Avg. price 1Y:   7.37
Avg. volume 1Y:   0.00
Volatility 1M:   46.12%
Volatility 6M:   59.16%
Volatility 1Y:   58.54%
Volatility 3Y:   -