BNP Paribas Put 30 DTE 17.12.2027
/ DE000PC3ZUH2
BNP Paribas Put 30 DTE 17.12.2027/ DE000PC3ZUH2 /
| 2024-06-10 7:50:15 PM |
Chg.-0.020 |
Bid7:58:31 PM |
Ask7:58:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.030EUR |
-0.25% |
8.040
Bid Size: 3,200 |
8.140
Ask Size: 3,200 |
DT.TELEKOM AG NA |
30.00 EUR |
2027-12-17 |
Put |
Master data
| WKN: |
PC3ZUH |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DT.TELEKOM AG NA |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
30.00 EUR |
| Maturity: |
2027-12-17 |
| Issue date: |
2024-01-26 |
| Last trading day: |
2027-12-16 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.41 |
| Intrinsic value: |
7.41 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.14 |
| Parity: |
7.41 |
| Time value: |
0.74 |
| Break-even: |
21.85 |
| Moneyness: |
1.33 |
| Premium: |
0.03 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.10 |
| Spread %: |
1.24% |
| Delta: |
-0.47 |
| Theta: |
0.00 |
| Omega: |
-1.30 |
| Rho: |
-0.66 |
Quote data
| Open: |
8.120 |
| High: |
8.120 |
| Low: |
8.010 |
| Previous Close: |
8.050 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.47% |
| 1 Month |
|
|
-5.86% |
| 3 Months |
|
|
-13.93% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.210 |
8.040 |
| 1M High / 1M Low: |
8.740 |
8.040 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.100 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
8.427 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
26.05% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
