BNP Paribas Put 16 EOAN 17.12.2027
/ DE000PC3ZX65
BNP Paribas Put 16 EOAN 17.12.202.../ DE000PC3ZX65 /
| 2024-06-06 9:50:03 AM |
Chg.0.00 |
Bid6:36:32 PM |
Ask6:36:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.25EUR |
0.00% |
4.30
Bid Size: 5,000 |
4.35
Ask Size: 5,000 |
E.ON SE NA O.N. |
16.00 EUR |
2027-12-17 |
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: |
2027-12-17 |
| Issue date: |
2024-01-26 |
| Last trading day: |
2027-12-16 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.35 |
| Intrinsic value: |
3.35 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.17 |
| Parity: |
3.35 |
| Time value: |
0.93 |
| Break-even: |
11.72 |
| Moneyness: |
1.26 |
| Premium: |
0.07 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.05 |
| Spread %: |
1.18% |
| Delta: |
-0.43 |
| Theta: |
0.00 |
| Omega: |
-1.26 |
| Rho: |
-0.34 |
Quote data
| Open: |
4.25 |
| High: |
4.25 |
| Low: |
4.25 |
| Previous Close: |
4.25 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.41% |
| 1 Month |
|
|
-5.97% |
| 3 Months |
|
|
-13.44% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.46 |
4.25 |
| 1M High / 1M Low: |
4.52 |
4.07 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.35 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.28 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
30.97% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
