BNP Paribas Put 70 NDAQ 16.01.202.../  DE000PC1JQC9  /

EUWAX
8/16/2024  9:19:06 AM Chg.-0.010 Bid10:00:25 PM Ask10:00:25 PM Underlying Strike price Expiration date Option type
0.660EUR -1.49% -
Bid Size: -
-
Ask Size: -
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: 0.660
Low: 0.660
Previous Close: 0.670
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.00%
1 Month
  -29.79%
3 Months
  -37.14%
YTD
  -48.84%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.740 0.660
1M High / 1M Low: 0.980 0.660
6M High / 6M Low: 1.470 0.660
High (YTD): 2/20/2024 1.470
Low (YTD): 8/16/2024 0.660
52W High: - -
52W Low: - -
Avg. price 1W:   0.700
Avg. volume 1W:   0.000
Avg. price 1M:   0.824
Avg. volume 1M:   0.000
Avg. price 6M:   1.111
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   137.26%
Volatility 6M:   70.70%
Volatility 1Y:   -
Volatility 3Y:   -