BNP Paribas Put 55 NDAQ 16.01.202.../  DE000PC1JP91  /

EUWAX
2024-09-27  8:53:17 AM Chg.+0.010 Bid10:00:26 PM Ask10:00:26 PM Underlying Strike price Expiration date Option type
0.180EUR +5.88% -
Bid Size: -
-
Ask Size: -
Nasdaq Inc 55.00 USD 2026-01-16 Put
 

Master data

WKN: PC1JP9
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Nasdaq Inc
Type: Warrant
Option type: Put
Strike price: 55.00 USD
Maturity: 2026-01-16
Issue date: 2023-12-11
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -32.46
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.18
Parity: -1.57
Time value: 0.20
Break-even: 47.21
Moneyness: 0.76
Premium: 0.27
Premium p.a.: 0.20
Spread abs.: 0.03
Spread %: 17.65%
Delta: -0.14
Theta: 0.00
Omega: -4.60
Rho: -0.15
 

Quote data

Open: 0.180
High: 0.180
Low: 0.180
Previous Close: 0.170
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.50%
1 Month
  -10.00%
3 Months
  -60.00%
YTD
  -69.49%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.160
1M High / 1M Low: 0.220 0.160
6M High / 6M Low: 0.540 0.160
High (YTD): 2024-01-05 0.680
Low (YTD): 2024-09-24 0.160
52W High: - -
52W Low: - -
Avg. price 1W:   0.166
Avg. volume 1W:   0.000
Avg. price 1M:   0.192
Avg. volume 1M:   0.000
Avg. price 6M:   0.371
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   115.02%
Volatility 6M:   92.84%
Volatility 1Y:   -
Volatility 3Y:   -