BNP Paribas Put 20 DTE 17.12.2027
/ DE000PC3ZT79
BNP Paribas Put 20 DTE 17.12.2027/ DE000PC3ZT79 /
| 6/4/2024 10:31:34 AM |
Chg.+0.09 |
Bid11:07:35 AM |
Ask11:07:35 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.02EUR |
+4.66% |
2.02
Bid Size: 21,000 |
2.06
Ask Size: 21,000 |
DT.TELEKOM AG NA |
20.00 EUR |
12/17/2027 |
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: |
12/17/2027 |
| Issue date: |
1/26/2024 |
| Last trading day: |
12/16/2027 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-10.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.14 |
| Parity: |
-2.64 |
| Time value: |
2.19 |
| Break-even: |
17.81 |
| Moneyness: |
0.88 |
| Premium: |
0.21 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.26 |
| Spread %: |
13.47% |
| Delta: |
-0.23 |
| Theta: |
0.00 |
| Omega: |
-2.37 |
| Rho: |
-0.26 |
Quote data
| Open: |
2.02 |
| High: |
2.02 |
| Low: |
2.02 |
| Previous Close: |
1.93 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.48% |
| 1 Month |
|
|
-12.55% |
| 3 Months |
|
|
-17.89% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.19 |
1.93 |
| 1M High / 1M Low: |
2.35 |
1.93 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.07 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.15 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
40.22% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
