BNP Paribas Call 37 IFX 18.12.202.../  DE000PC9V0M9  /

Frankfurt Zert./BNP
2024-06-10  9:50:16 PM Chg.-0.030 Bid2024-06-10 Ask2024-06-10 Underlying Strike price Expiration date Option type
1.020EUR -2.86% 1.020
Bid Size: 10,000
1.050
Ask Size: 10,000
INFINEON TECH.AG NA ... 37.00 EUR 2026-12-18 Call
 

Master data

WKN: PC9V0M
Issuer: BNP PARIBAS
Currency: EUR
Underlying: INFINEON TECH.AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 37.00 EUR
Maturity: 2026-12-18
Issue date: 2024-05-15
Last trading day: 2026-12-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.55
Leverage: Yes

Calculated values

Fair value: 1.04
Intrinsic value: 0.10
Implied volatility: 0.37
Historic volatility: 0.36
Parity: 0.10
Time value: 0.97
Break-even: 47.70
Moneyness: 1.03
Premium: 0.25
Premium p.a.: 0.09
Spread abs.: 0.03
Spread %: 2.88%
Delta: 0.69
Theta: -0.01
Omega: 2.46
Rho: 0.39
 

Quote data

Open: 1.030
High: 1.030
Low: 1.000
Previous Close: 1.050
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+6.25%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.050 0.940
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.992
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -