BNP Paribas Put 15 EOAN 17.12.2027
/ DE000PC3ZX57
BNP Paribas Put 15 EOAN 17.12.202.../ DE000PC3ZX57 /
2024-06-06 9:50:03 AM |
Chg.+0.01 |
Bid4:26:18 PM |
Ask4:26:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.55EUR |
+0.28% |
3.59 Bid Size: 24,000 |
3.63 Ask Size: 24,000 |
E.ON SE NA O.N. |
15.00 EUR |
2027-12-17 |
Put |
Master data
WKN: |
PC3ZX5 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
E.ON SE NA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
15.00 EUR |
Maturity: |
2027-12-17 |
Issue date: |
2024-01-26 |
Last trading day: |
2027-12-16 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-3.54 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.35 |
Intrinsic value: |
2.35 |
Implied volatility: |
0.35 |
Historic volatility: |
0.17 |
Parity: |
2.35 |
Time value: |
1.22 |
Break-even: |
11.43 |
Moneyness: |
1.19 |
Premium: |
0.10 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.05 |
Spread %: |
1.42% |
Delta: |
-0.40 |
Theta: |
0.00 |
Omega: |
-1.40 |
Rho: |
-0.30 |
Quote data
Open: |
3.55 |
High: |
3.55 |
Low: |
3.55 |
Previous Close: |
3.54 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-3.27% |
1 Month |
|
|
-6.33% |
3 Months |
|
|
-14.66% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.74 |
3.54 |
1M High / 1M Low: |
3.79 |
3.38 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.63 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.58 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
34.82% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |