BNP Paribas Put 70 NDAQ 20.12.2024
/ DE000PC4ABJ9
BNP Paribas Put 70 NDAQ 20.12.202.../ DE000PC4ABJ9 /
10/18/2024 9:50:40 PM |
Chg.-0.020 |
Bid10/18/2024 |
Ask10/18/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.110EUR |
-15.38% |
0.110 Bid Size: 14,100 |
0.120 Ask Size: 14,100 |
Nasdaq Inc |
70.00 USD |
12/20/2024 |
Put |
Master data
WKN: |
PC4ABJ |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Nasdaq Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
70.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
1/31/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-57.44 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.18 |
Parity: |
-0.45 |
Time value: |
0.12 |
Break-even: |
63.21 |
Moneyness: |
0.93 |
Premium: |
0.08 |
Premium p.a.: |
0.60 |
Spread abs.: |
0.01 |
Spread %: |
9.09% |
Delta: |
-0.24 |
Theta: |
-0.02 |
Omega: |
-13.95 |
Rho: |
-0.03 |
Quote data
Open: |
0.130 |
High: |
0.130 |
Low: |
0.110 |
Previous Close: |
0.130 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-45.00% |
1 Month |
|
|
-21.43% |
3 Months |
|
|
-85.14% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.170 |
0.110 |
1M High / 1M Low: |
0.230 |
0.110 |
6M High / 6M Low: |
1.080 |
0.110 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.140 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.168 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.600 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
172.85% |
Volatility 6M: |
|
143.68% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |