BNP Paribas Call 34.5 IFX 20.12.2024
/ DE000PC2YGP9
BNP Paribas Call 34.5 IFX 20.12.2.../ DE000PC2YGP9 /
2024-06-04 8:34:24 AM |
Chg.-0.030 |
Bid7:33:08 PM |
Ask7:33:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.550EUR |
-5.17% |
0.540 Bid Size: 10,000 |
0.550 Ask Size: 10,000 |
INFINEON TECH.AG NA ... |
34.50 EUR |
2024-12-20 |
Call |
Master data
WKN: |
PC2YGP |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
INFINEON TECH.AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
34.50 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2024-01-04 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
6.71 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.55 |
Intrinsic value: |
0.24 |
Implied volatility: |
0.36 |
Historic volatility: |
0.36 |
Parity: |
0.24 |
Time value: |
0.31 |
Break-even: |
40.00 |
Moneyness: |
1.07 |
Premium: |
0.08 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.01 |
Spread %: |
1.85% |
Delta: |
0.68 |
Theta: |
-0.01 |
Omega: |
4.56 |
Rho: |
0.11 |
Quote data
Open: |
0.550 |
High: |
0.550 |
Low: |
0.550 |
Previous Close: |
0.580 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-12.70% |
1 Month |
|
|
+89.66% |
3 Months |
|
|
+25.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.640 |
0.540 |
1M High / 1M Low: |
0.640 |
0.270 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.590 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.562 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
262.39% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |