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BNP Paribas Put 13700 NDX.X 19.12.../  DE000PC0X7H1  /

Frankfurt Zert./BNP
2024-05-28  9:20:18 PM Chg.+0.060 Bid9:59:49 PM Ask9:59:49 PM Underlying Strike price Expiration date Option type
3.310EUR +1.85% 3.270
Bid Size: 13,000		 3.280
Ask Size: 13,000		 NASDAQ 100 INDEX 13,700.00 - 2025-12-19 Put
 

Master data

WKN: PC0X7H
Issuer: BNP PARIBAS
Currency: EUR
Underlying: NASDAQ 100 INDEX
Type: Warrant
Option type: Put
Strike price: 13,700.00 -
Maturity: 2025-12-19
Issue date: 2023-04-11
Last trading day: 2025-12-18
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -57.69
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.16
Parity: -51.08
Time value: 3.26
Break-even: 13,374.00
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: -33.42
 

Quote data

Open: 3.260
High: 3.310
Low: 3.240
Previous Close: 3.250
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -1.49%
1 Month
  -27.25%
3 Months
  -31.04%
YTD
  -47.38%
1 Year
  -72.39%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.450 3.250
1M High / 1M Low: 4.670 3.250
6M High / 6M Low: 7.860 3.250
High (YTD): 2024-01-03 7.080
Low (YTD): 2024-05-27 3.250
52W High: 2023-05-31 12.520
52W Low: 2024-05-27 3.250
Avg. price 1W:   3.334
Avg. volume 1W:   0.000
Avg. price 1M:   3.736
Avg. volume 1M:   0.000
Avg. price 6M:   5.229
Avg. volume 6M:   0.000
Avg. price 1Y:   7.405
Avg. volume 1Y:   0.000
Volatility 1M:   45.54%
Volatility 6M:   66.57%
Volatility 1Y:   62.85%
Volatility 3Y:   -