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

Frankfurt Zert./BNP
2024-06-07  9:20:20 PM Chg.+0.060 Bid9:59:44 PM Ask9:59:44 PM Underlying Strike price Expiration date Option type
3.240EUR +1.89% 3.230
Bid Size: 13,000		 3.240
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: -58.64
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.16
Parity: -53.01
Time value: 3.24
Break-even: 13,376.00
Moneyness: 0.72
Premium: 0.30
Premium p.a.: 0.18
Spread abs.: 0.01
Spread %: 0.31%
Delta: -0.09
Theta: -0.74
Omega: -5.53
Rho: -32.39
 

Quote data

Open: 3.170
High: 3.240
Low: 3.170
Previous Close: 3.180
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -11.48%
1 Month
  -14.96%
3 Months
  -34.55%
YTD
  -48.49%
1 Year
  -70.97%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.500 3.160
1M High / 1M Low: 3.810 3.160
6M High / 6M Low: 7.080 3.160
High (YTD): 2024-01-03 7.080
Low (YTD): 2024-06-05 3.160
52W High: 2023-10-27 11.960
52W Low: 2024-06-05 3.160
Avg. price 1W:   3.308
Avg. volume 1W:   0.000
Avg. price 1M:   3.438
Avg. volume 1M:   0.000
Avg. price 6M:   4.968
Avg. volume 6M:   0.000
Avg. price 1Y:   7.126
Avg. volume 1Y:   0.000
Volatility 1M:   53.18%
Volatility 6M:   66.81%
Volatility 1Y:   63.46%
Volatility 3Y:   -