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

Frankfurt Zert./BNP
16/08/2024  21:50:32 Chg.-0.010 Bid21:56:04 Ask21:56:04 Underlying Strike price Expiration date Option type
0.320EUR -3.03% 0.320
Bid Size: 13,400
0.330
Ask Size: 13,400
Nasdaq Inc 60.00 USD 19/12/2025 Put
 

Master data

WKN: PC1JP5
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Nasdaq Inc
Type: Warrant
Option type: Put
Strike price: 60.00 USD
Maturity: 19/12/2025
Issue date: 11/12/2023
Last trading day: 18/12/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -19.19
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.18
Parity: -0.89
Time value: 0.33
Break-even: 51.11
Moneyness: 0.86
Premium: 0.19
Premium p.a.: 0.14
Spread abs.: 0.01
Spread %: 3.13%
Delta: -0.22
Theta: 0.00
Omega: -4.29
Rho: -0.23
 

Quote data

Open: 0.320
High: 0.340
Low: 0.320
Previous Close: 0.330
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -13.51%
1 Month
  -30.43%
3 Months
  -41.82%
YTD
  -58.44%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.320
1M High / 1M Low: 0.490 0.320
6M High / 6M Low: 0.840 0.320
High (YTD): 05/01/2024 0.880
Low (YTD): 16/08/2024 0.320
52W High: - -
52W Low: - -
Avg. price 1W:   0.340
Avg. volume 1W:   0.000
Avg. price 1M:   0.400
Avg. volume 1M:   0.000
Avg. price 6M:   0.598
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   147.13%
Volatility 6M:   78.94%
Volatility 1Y:   -
Volatility 3Y:   -