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

Frankfurt Zert./BNP
7/17/2024  9:50:37 PM Chg.0.000 Bid9:57:14 PM Ask9:57:14 PM Underlying Strike price Expiration date Option type
0.460EUR 0.00% 0.450
Bid Size: 12,100
0.460
Ask Size: 12,100
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: -12.10
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.17
Parity: -0.30
Time value: 0.48
Break-even: 50.24
Moneyness: 0.95
Premium: 0.13
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 2.13%
Delta: -0.32
Theta: 0.00
Omega: -3.82
Rho: -0.33
 

Quote data

Open: 0.470
High: 0.480
Low: 0.460
Previous Close: 0.460
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -9.80%
1 Month
  -28.13%
3 Months
  -33.33%
YTD
  -40.26%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.510 0.460
1M High / 1M Low: 0.640 0.460
6M High / 6M Low: 0.860 0.460
High (YTD): 1/5/2024 0.880
Low (YTD): 7/17/2024 0.460
52W High: - -
52W Low: - -
Avg. price 1W:   0.482
Avg. volume 1W:   0.000
Avg. price 1M:   0.566
Avg. volume 1M:   0.000
Avg. price 6M:   0.668
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   45.18%
Volatility 6M:   55.34%
Volatility 1Y:   -
Volatility 3Y:   -