BNP Paribas Put 70 NDAQ 16.01.2026
/ DE000PC1JQC9
BNP Paribas Put 70 NDAQ 16.01.202.../ DE000PC1JQC9 /
8/16/2024 9:50:32 PM |
Chg.-0.010 |
Bid8/16/2024 |
Ask8/16/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.660EUR |
-1.49% |
0.660 Bid Size: 10,400 |
0.670 Ask Size: 10,400 |
Nasdaq Inc |
70.00 USD |
1/16/2026 |
Put |
Master data
WKN: |
PC1JQC |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Nasdaq Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
70.00 USD |
Maturity: |
1/16/2026 |
Issue date: |
12/11/2023 |
Last trading day: |
1/15/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-9.35 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.41 |
Intrinsic value: |
0.02 |
Implied volatility: |
0.28 |
Historic volatility: |
0.18 |
Parity: |
0.02 |
Time value: |
0.66 |
Break-even: |
57.00 |
Moneyness: |
1.00 |
Premium: |
0.10 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.01 |
Spread %: |
1.49% |
Delta: |
-0.38 |
Theta: |
0.00 |
Omega: |
-3.54 |
Rho: |
-0.44 |
Quote data
Open: |
0.660 |
High: |
0.680 |
Low: |
0.660 |
Previous Close: |
0.670 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-10.81% |
1 Month |
|
|
-28.26% |
3 Months |
|
|
-35.92% |
YTD |
|
|
-48.84% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.740 |
0.660 |
1M High / 1M Low: |
0.970 |
0.660 |
6M High / 6M Low: |
1.450 |
0.660 |
High (YTD): |
2/15/2024 |
1.470 |
Low (YTD): |
8/16/2024 |
0.660 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.690 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.804 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.104 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
119.82% |
Volatility 6M: |
|
65.15% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |