BNP Paribas Put 70 NDAQ 16.01.2026
/ DE000PC1JQC9
BNP Paribas Put 70 NDAQ 16.01.202.../ DE000PC1JQC9 /
16/08/2024 21:50:32 |
Chg.-0.010 |
Bid16/08/2024 |
Ask16/08/2024 |
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 |
16/01/2026 |
Put |
Master data
WKN: |
PC1JQC |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Nasdaq Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
70.00 USD |
Maturity: |
16/01/2026 |
Issue date: |
11/12/2023 |
Last trading day: |
15/01/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-9.45 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.40 |
Intrinsic value: |
0.02 |
Implied volatility: |
0.28 |
Historic volatility: |
0.18 |
Parity: |
0.02 |
Time value: |
0.65 |
Break-even: |
56.78 |
Moneyness: |
1.00 |
Premium: |
0.10 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.01 |
Spread %: |
1.52% |
Delta: |
-0.38 |
Theta: |
0.00 |
Omega: |
-3.57 |
Rho: |
-0.43 |
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): |
15/02/2024 |
1.470 |
Low (YTD): |
16/08/2024 |
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: |
|
- |