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BNP Paribas Put 13720 NDX.X 19.12.../  DE000PC0X7J7  /

EUWAX
2024-06-07  4:28:41 PM Chg.+0.07 Bid10:00:07 PM Ask10:00:07 PM Underlying Strike price Expiration date Option type
3.25EUR +2.20% -
Bid Size: -		 -
Ask Size: -		 NASDAQ 100 INDEX 13,720.00 - 2025-12-19 Put
 

Master data

WKN: PC0X7J
Issuer: BNP PARIBAS
Currency: EUR
Underlying: NASDAQ 100 INDEX
Type: Warrant
Option type: Put
Strike price: 13,720.00 -
Maturity: 2025-12-19
Issue date: 2023-04-11
Last trading day: 2025-12-18
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -58.46
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.16
Parity: -52.81
Time value: 3.25
Break-even: 13,395.00
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: -5.54
Rho: -32.54
 

Quote data

Open: 3.18
High: 3.25
Low: 3.18
Previous Close: 3.18
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.10%
1 Month
  -15.36%
3 Months
  -32.29%
YTD
  -48.58%
1 Year
  -71.03%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.55 3.18
1M High / 1M Low: 3.84 3.18
6M High / 6M Low: 7.11 3.18
High (YTD): 2024-01-03 7.11
Low (YTD): 2024-06-06 3.18
52W High: 2023-10-27 12.02
52W Low: 2024-06-06 3.18
Avg. price 1W:   3.33
Avg. volume 1W:   0.00
Avg. price 1M:   3.45
Avg. volume 1M:   0.00
Avg. price 6M:   4.99
Avg. volume 6M:   0.00
Avg. price 1Y:   7.16
Avg. volume 1Y:   0.00
Volatility 1M:   58.09%
Volatility 6M:   61.34%
Volatility 1Y:   59.97%
Volatility 3Y:   -