BNP Paribas Put 60 NDAQ 19.12.202.../  DE000PC1JP59  /

Frankfurt Zert./BNP
10/18/2024  9:50:33 PM Chg.-0.020 Bid9:58:06 PM Ask9:58:06 PM Underlying Strike price Expiration date Option type
0.200EUR -9.09% 0.210
Bid Size: 15,800
0.220
Ask Size: 15,800
Nasdaq Inc 60.00 USD 12/19/2025 Put
 

Master data

WKN: PC1JP5
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Nasdaq Inc
Type: Warrant
Option type: Put
Strike price: 60.00 USD
Maturity: 12/19/2025
Issue date: 12/11/2023
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -31.33
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.18
Parity: -1.37
Time value: 0.22
Break-even: 53.01
Moneyness: 0.80
Premium: 0.23
Premium p.a.: 0.19
Spread abs.: 0.01
Spread %: 4.76%
Delta: -0.16
Theta: -0.01
Omega: -5.14
Rho: -0.16
 

Quote data

Open: 0.220
High: 0.220
Low: 0.200
Previous Close: 0.220
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -20.00%
1 Month
  -13.04%
3 Months
  -59.18%
YTD
  -74.03%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.200
1M High / 1M Low: 0.270 0.200
6M High / 6M Low: 0.680 0.200
High (YTD): 1/5/2024 0.880
Low (YTD): 10/18/2024 0.200
52W High: - -
52W Low: - -
Avg. price 1W:   0.224
Avg. volume 1W:   0.000
Avg. price 1M:   0.240
Avg. volume 1M:   0.000
Avg. price 6M:   0.450
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   86.82%
Volatility 6M:   88.88%
Volatility 1Y:   -
Volatility 3Y:   -