BNP Paribas Call 30 IFX 17.12.2027
/ DE000PC3Z1Z1
BNP Paribas Call 30 IFX 17.12.202.../ DE000PC3Z1Z1 /
| 2024-09-26 1:50:19 PM |
Chg.+0.070 |
Bid2:04:22 PM |
Ask2:04:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
+8.75% |
0.870
Bid Size: 50,000 |
0.910
Ask Size: 50,000 |
INFINEON TECH.AG NA ... |
30.00 EUR |
2027-12-17 |
Call |
Master data
| WKN: |
PC3Z1Z |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
INFINEON TECH.AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 EUR |
| Maturity: |
2027-12-17 |
| Issue date: |
2024-01-26 |
| Last trading day: |
2027-12-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.86 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.36 |
| Parity: |
-0.05 |
| Time value: |
0.84 |
| Break-even: |
38.40 |
| Moneyness: |
0.98 |
| Premium: |
0.30 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.04 |
| Spread %: |
5.00% |
| Delta: |
0.68 |
| Theta: |
0.00 |
| Omega: |
2.38 |
| Rho: |
0.37 |
Quote data
| Open: |
0.840 |
| High: |
0.870 |
| Low: |
0.840 |
| Previous Close: |
0.800 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.25% |
| 1 Month |
|
|
-13.00% |
| 3 Months |
|
|
-27.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.890 |
0.780 |
| 1M High / 1M Low: |
1.060 |
0.770 |
| 6M High / 6M Low: |
1.520 |
0.770 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.812 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.874 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.110 |
| Avg. volume 6M: |
|
11.628 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.02% |
| Volatility 6M: |
|
89.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
