BNP Paribas Put 21 DTE 17.12.2027
/ DE000PC3ZT87
BNP Paribas Put 21 DTE 17.12.2027/ DE000PC3ZT87 /
5/29/2024 8:20:37 AM |
Chg.+0.030 |
Bid5/29/2024 |
Ask5/29/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
2.600EUR |
+1.17% |
2.600 Bid Size: 4,000 |
2.660 Ask Size: 4,000 |
DT.TELEKOM AG NA |
21.00 EUR |
12/17/2027 |
Put |
Master data
WKN: |
PC3ZT8 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
DT.TELEKOM AG NA |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
21.00 EUR |
Maturity: |
12/17/2027 |
Issue date: |
1/26/2024 |
Last trading day: |
12/16/2027 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-8.27 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.12 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.16 |
Parity: |
-0.76 |
Time value: |
2.63 |
Break-even: |
18.37 |
Moneyness: |
0.97 |
Premium: |
0.16 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.06 |
Spread %: |
2.33% |
Delta: |
-0.28 |
Theta: |
0.00 |
Omega: |
-2.30 |
Rho: |
-0.31 |
Quote data
Open: |
2.600 |
High: |
2.600 |
Low: |
2.600 |
Previous Close: |
2.570 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+4.84% |
1 Month |
|
|
-4.06% |
3 Months |
|
|
-11.26% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.580 |
2.480 |
1M High / 1M Low: |
2.780 |
2.440 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.556 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.610 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
32.22% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |