BNP Paribas Put 70 NDAQ 20.12.2024
/ DE000PC4ABJ9
BNP Paribas Put 70 NDAQ 20.12.202.../ DE000PC4ABJ9 /
| 18/07/2024 10:21:12 |
Chg.-0.010 |
Bid18/07/2024 |
Ask18/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.670EUR |
-1.47% |
0.670
Bid Size: 16,500 |
0.680
Ask Size: 16,500 |
Nasdaq Inc |
70.00 USD |
20/12/2024 |
Put |
Master data
| WKN: |
PC4ABJ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Nasdaq Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
70.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
31/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.60 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.17 |
| Parity: |
0.60 |
| Time value: |
0.08 |
| Break-even: |
57.18 |
| Moneyness: |
1.10 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
1.49% |
| Delta: |
-0.67 |
| Theta: |
-0.01 |
| Omega: |
-5.73 |
| Rho: |
-0.19 |
Quote data
| Open: |
0.660 |
| High: |
0.670 |
| Low: |
0.660 |
| Previous Close: |
0.680 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.84% |
| 1 Month |
|
|
-36.19% |
| 3 Months |
|
|
-32.32% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.670 |
| 1M High / 1M Low: |
1.050 |
0.670 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.708 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.894 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
54.70% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
