BNP Paribas Put 27 DTE 17.12.2027
/ DE000PC3ZUE9
BNP Paribas Put 27 DTE 17.12.2027/ DE000PC3ZUE9 /
| 2024-06-04 10:31:39 AM |
Chg.+0.23 |
Bid10:43:22 AM |
Ask10:43:22 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.94EUR |
+4.03% |
5.94
Bid Size: 19,000 |
6.02
Ask Size: 19,000 |
DT.TELEKOM AG NA |
27.00 EUR |
2027-12-17 |
Put |
Master data
| WKN: |
PC3ZUE |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DT.TELEKOM AG NA |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
27.00 EUR |
| Maturity: |
2027-12-17 |
| Issue date: |
2024-01-26 |
| Last trading day: |
2027-12-16 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.36 |
| Intrinsic value: |
4.36 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.14 |
| Parity: |
4.36 |
| Time value: |
1.91 |
| Break-even: |
20.73 |
| Moneyness: |
1.19 |
| Premium: |
0.08 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.50 |
| Spread %: |
8.67% |
| Delta: |
-0.40 |
| Theta: |
0.00 |
| Omega: |
-1.46 |
| Rho: |
-0.54 |
Quote data
| Open: |
5.94 |
| High: |
5.94 |
| Low: |
5.94 |
| Previous Close: |
5.71 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.96% |
| 1 Month |
|
|
-6.31% |
| 3 Months |
|
|
-10.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.30 |
5.71 |
| 1M High / 1M Low: |
6.47 |
5.71 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.04 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.15 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
31.79% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
