BNP Paribas Put 35 FRE 18.12.2026
/ DE000PC3ZY98
BNP Paribas Put 35 FRE 18.12.2026/ DE000PC3ZY98 /
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: |
|
- |