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

EUWAX
2024-07-17  9:09:23 AM Chg.0.000 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.470EUR 0.00% -
Bid Size: -
-
Ask Size: -
Nasdaq Inc 60.00 USD 2025-12-19 Put
 

Master data

WKN: PC1JP5
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Nasdaq Inc
Type: Warrant
Option type: Put
Strike price: 60.00 USD
Maturity: 2025-12-19
Issue date: 2023-12-11
Last trading day: 2025-12-18
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: 0.470
Low: 0.470
Previous Close: 0.470
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.55%
1 Month
  -28.79%
3 Months
  -32.86%
YTD
  -38.96%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.550 0.470
1M High / 1M Low: 0.660 0.470
6M High / 6M Low: 0.870 0.470
High (YTD): 2024-01-17 0.870
Low (YTD): 2024-07-16 0.470
52W High: - -
52W Low: - -
Avg. price 1W:   0.512
Avg. volume 1W:   0.000
Avg. price 1M:   0.582
Avg. volume 1M:   0.000
Avg. price 6M:   0.674
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   56.14%
Volatility 6M:   58.06%
Volatility 1Y:   -
Volatility 3Y:   -