BNP Paribas Put 21 DTE 17.12.2027
/ DE000PC3ZT87
BNP Paribas Put 21 DTE 17.12.2027/ DE000PC3ZT87 /
6/3/2024 9:47:36 AM |
Chg.-0.05 |
Bid9:10:11 PM |
Ask9:10:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.29EUR |
-2.14% |
2.28 Bid Size: 4,000 |
2.54 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: |
-9.41 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.69 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.14 |
Parity: |
-1.29 |
Time value: |
2.37 |
Break-even: |
18.63 |
Moneyness: |
0.94 |
Premium: |
0.16 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.06 |
Spread %: |
2.60% |
Delta: |
-0.26 |
Theta: |
0.00 |
Omega: |
-2.47 |
Rho: |
-0.29 |
Quote data
Open: |
2.29 |
High: |
2.29 |
Low: |
2.29 |
Previous Close: |
2.34 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-10.20% |
1 Month |
|
|
-15.81% |
3 Months |
|
|
-20.76% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.61 |
2.34 |
1M High / 1M Low: |
2.77 |
2.34 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.52 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.57 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
41.06% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |