BNP Paribas Put 15 EOAN 17.12.2027
/ DE000PC3ZX57
BNP Paribas Put 15 EOAN 17.12.202.../ DE000PC3ZX57 /
| 2024-09-20 9:29:35 AM |
Chg.+0.21 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.32EUR |
+6.75% |
-
Bid Size: - |
-
Ask Size: - |
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: |
-3.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.82 |
| Intrinsic value: |
1.74 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.18 |
| Parity: |
1.74 |
| Time value: |
1.64 |
| Break-even: |
11.62 |
| Moneyness: |
1.13 |
| Premium: |
0.12 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.05 |
| Spread %: |
1.50% |
| Delta: |
-0.38 |
| Theta: |
0.00 |
| Omega: |
-1.51 |
| Rho: |
-0.27 |
Quote data
| Open: |
3.32 |
| High: |
3.32 |
| Low: |
3.32 |
| Previous Close: |
3.11 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.40% |
| 1 Month |
|
|
-13.99% |
| 3 Months |
|
|
-7.26% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.32 |
3.02 |
| 1M High / 1M Low: |
3.86 |
3.02 |
| 6M High / 6M Low: |
4.45 |
3.02 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.10 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.39 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.67 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
35.00% |
| Volatility 6M: |
|
40.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
