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

EUWAX
18/10/2024  09:17:59 Chg.-0.010 Bid22:00:27 Ask22:00:27 Underlying Strike price Expiration date Option type
0.480EUR -2.04% -
Bid Size: -
-
Ask Size: -
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: -14.98
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.18
Parity: -0.45
Time value: 0.46
Break-even: 59.81
Moneyness: 0.93
Premium: 0.13
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 2.22%
Delta: -0.30
Theta: -0.01
Omega: -4.55
Rho: -0.32
 

Quote data

Open: 0.480
High: 0.480
Low: 0.480
Previous Close: 0.490
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.73%
1 Month  
+2.13%
3 Months
  -51.02%
YTD
  -62.79%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.550 0.480
1M High / 1M Low: 0.570 0.470
6M High / 6M Low: 1.250 0.470
High (YTD): 20/02/2024 1.470
Low (YTD): 20/09/2024 0.470
52W High: - -
52W Low: - -
Avg. price 1W:   0.510
Avg. volume 1W:   0.000
Avg. price 1M:   0.515
Avg. volume 1M:   0.000
Avg. price 6M:   0.880
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   54.90%
Volatility 6M:   79.23%
Volatility 1Y:   -
Volatility 3Y:   -