BNP Paribas Put 80 NDAQ 16.01.2026
/ DE000PC613Z7
BNP Paribas Put 80 NDAQ 16.01.202.../ DE000PC613Z7 /
16/08/2024 21:50:33 |
Chg.-0.010 |
Bid21:59:45 |
Ask21:59:45 |
Underlying |
Strike price |
Expiration date |
Option type |
1.170EUR |
-0.85% |
1.170 Bid Size: 10,700 |
1.180 Ask Size: 10,700 |
Nasdaq Inc |
80.00 USD |
16/01/2026 |
Put |
Master data
WKN: |
PC613Z |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Nasdaq Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
80.00 USD |
Maturity: |
16/01/2026 |
Issue date: |
21/03/2024 |
Last trading day: |
15/01/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-5.34 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.93 |
Intrinsic value: |
0.93 |
Implied volatility: |
0.28 |
Historic volatility: |
0.18 |
Parity: |
0.93 |
Time value: |
0.26 |
Break-even: |
61.01 |
Moneyness: |
1.15 |
Premium: |
0.04 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.01 |
Spread %: |
0.85% |
Delta: |
-0.54 |
Theta: |
0.00 |
Omega: |
-2.87 |
Rho: |
-0.65 |
Quote data
Open: |
1.170 |
High: |
1.200 |
Low: |
1.170 |
Previous Close: |
1.180 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-9.30% |
1 Month |
|
|
-25.95% |
3 Months |
|
|
-30.36% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.300 |
1.170 |
1M High / 1M Low: |
1.660 |
1.170 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.216 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.393 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
101.83% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |