BNP Paribas Put 16 EOAN 17.12.2027
/ DE000PC3ZX65
BNP Paribas Put 16 EOAN 17.12.202.../ DE000PC3ZX65 /
| 9/20/2024 9:50:19 PM |
Chg.0.000 |
Bid9/20/2024 |
Ask9/20/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.020EUR |
0.00% |
4.020
Bid Size: 5,000 |
4.070
Ask Size: 5,000 |
E.ON SE NA O.N. |
16.00 EUR |
12/17/2027 |
Put |
Master data
| WKN: |
PC3ZX6 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
E.ON SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
16.00 EUR |
| Maturity: |
12/17/2027 |
| Issue date: |
1/26/2024 |
| Last trading day: |
12/16/2027 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.74 |
| Intrinsic value: |
2.74 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.18 |
| Parity: |
2.74 |
| Time value: |
1.33 |
| Break-even: |
11.93 |
| Moneyness: |
1.21 |
| Premium: |
0.10 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.05 |
| Spread %: |
1.24% |
| Delta: |
-0.42 |
| Theta: |
0.00 |
| Omega: |
-1.37 |
| Rho: |
-0.31 |
Quote data
| Open: |
4.050 |
| High: |
4.050 |
| Low: |
3.990 |
| Previous Close: |
4.020 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.79% |
| 1 Month |
|
|
-11.65% |
| 3 Months |
|
|
-6.94% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.020 |
3.680 |
| 1M High / 1M Low: |
4.550 |
3.680 |
| 6M High / 6M Low: |
5.230 |
3.680 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.834 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.092 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.389 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
35.50% |
| Volatility 6M: |
|
39.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
