BNP Paribas Put 35 FRE 18.12.2026/  DE000PC3ZY98  /

Frankfurt Zert./BNP
2024-10-31  9:50:19 PM Chg.-0.010 Bid9:55:59 PM Ask9:55:59 PM Underlying Strike price Expiration date Option type
0.580EUR -1.69% 0.580
Bid Size: 20,000
0.620
Ask Size: 20,000
FRESENIUS SE+CO.KGAA... 35.00 - 2026-12-18 Put
 

Master data

WKN: PC3ZY9
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FRESENIUS SE+CO.KGAA O.N.
Type: Warrant
Option type: Put
Strike price: 35.00 -
Maturity: 2026-12-18
Issue date: 2024-01-26
Last trading day: 2026-12-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -5.28
Leverage: Yes

Calculated values

Fair value: 0.39
Intrinsic value: 0.18
Implied volatility: 0.34
Historic volatility: 0.22
Parity: 0.18
Time value: 0.46
Break-even: 28.70
Moneyness: 1.05
Premium: 0.14
Premium p.a.: 0.06
Spread abs.: 0.04
Spread %: 6.78%
Delta: -0.39
Theta: 0.00
Omega: -2.05
Rho: -0.41
 

Quote data

Open: 0.590
High: 0.590
Low: 0.580
Previous Close: 0.590
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+3.57%
3 Months
  -4.92%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.590 0.540
1M High / 1M Low: 0.600 0.540
6M High / 6M Low: 0.910 0.530
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.568
Avg. volume 1W:   0.000
Avg. price 1M:   0.575
Avg. volume 1M:   0.000
Avg. price 6M:   0.708
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   45.62%
Volatility 6M:   52.36%
Volatility 1Y:   -
Volatility 3Y:   -