BNP Paribas Call 35.5 IFX 20.12.2024
/ DE000PC2YGN4
BNP Paribas Call 35.5 IFX 20.12.2.../ DE000PC2YGN4 /
29/05/2024 08:33:58 |
Chg.+0.010 |
Bid09:01:38 |
Ask09:01:38 |
Underlying |
Strike price |
Expiration date |
Option type |
0.580EUR |
+1.75% |
0.580 Bid Size: 50,000 |
- Ask Size: - |
INFINEON TECH.AG NA ... |
35.50 EUR |
20/12/2024 |
Call |
Master data
WKN: |
PC2YGN |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
INFINEON TECH.AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
35.50 EUR |
Maturity: |
20/12/2024 |
Issue date: |
04/01/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
6.56 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.58 |
Intrinsic value: |
0.26 |
Implied volatility: |
0.36 |
Historic volatility: |
0.36 |
Parity: |
0.26 |
Time value: |
0.32 |
Break-even: |
41.30 |
Moneyness: |
1.07 |
Premium: |
0.09 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.01 |
Spread %: |
1.75% |
Delta: |
0.68 |
Theta: |
-0.01 |
Omega: |
4.47 |
Rho: |
0.11 |
Quote data
Open: |
0.580 |
High: |
0.580 |
Low: |
0.580 |
Previous Close: |
0.570 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+11.54% |
1 Month |
|
|
+81.25% |
3 Months |
|
|
+65.71% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.580 |
0.520 |
1M High / 1M Low: |
0.580 |
0.240 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.558 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.460 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
268.36% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |