BNP Paribas Put 20 DTE 17.12.2027
/ DE000PC3ZT79
BNP Paribas Put 20 DTE 17.12.2027/ DE000PC3ZT79 /
| 28/05/2024 09:24:01 |
Chg.- |
Bid08:50:09 |
Ask08:50:09 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.16EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
DT.TELEKOM AG NA |
20.00 EUR |
17/12/2027 |
Put |
Master data
| WKN: |
PC3ZT7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DT.TELEKOM AG NA |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
20.00 EUR |
| Maturity: |
17/12/2027 |
| Issue date: |
26/01/2024 |
| Last trading day: |
16/12/2027 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-9.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.84 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.16 |
| Parity: |
-1.76 |
| Time value: |
2.23 |
| Break-even: |
17.77 |
| Moneyness: |
0.92 |
| Premium: |
0.18 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.06 |
| Spread %: |
2.77% |
| Delta: |
-0.25 |
| Theta: |
0.00 |
| Omega: |
-2.42 |
| Rho: |
-0.27 |
Quote data
| Open: |
2.16 |
| High: |
2.16 |
| Low: |
2.16 |
| Previous Close: |
2.15 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.35% |
| 1 Month |
|
|
-4.85% |
| 3 Months |
|
|
-13.60% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.16 |
2.07 |
| 1M High / 1M Low: |
2.35 |
2.04 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.13 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.20 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
32.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
