BNP Paribas Put 22 DTE 17.12.2027
/ DE000PC3ZT95
BNP Paribas Put 22 DTE 17.12.2027/ DE000PC3ZT95 /
| 5/29/2024 1:50:12 PM |
Chg.+0.020 |
Bid5/29/2024 |
Ask5/29/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.060EUR |
+0.66% |
3.060
Bid Size: 20,000 |
3.100
Ask Size: 20,000 |
DT.TELEKOM AG NA |
22.00 EUR |
12/17/2027 |
Put |
Master data
| WKN: |
PC3ZT9 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DT.TELEKOM AG NA |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
22.00 EUR |
| Maturity: |
12/17/2027 |
| Issue date: |
1/26/2024 |
| Last trading day: |
12/16/2027 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.45 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.16 |
| Parity: |
0.28 |
| Time value: |
2.82 |
| Break-even: |
18.90 |
| Moneyness: |
1.01 |
| Premium: |
0.13 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.06 |
| Spread %: |
1.97% |
| Delta: |
-0.31 |
| Theta: |
0.00 |
| Omega: |
-2.17 |
| Rho: |
-0.35 |
Quote data
| Open: |
3.070 |
| High: |
3.090 |
| Low: |
3.060 |
| Previous Close: |
3.040 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.44% |
| 1 Month |
|
|
-3.47% |
| 3 Months |
|
|
-10.79% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.060 |
2.930 |
| 1M High / 1M Low: |
3.260 |
2.890 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.026 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.077 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
33.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
