BNP Paribas Put 35 IFX 17.12.2027
/ DE000PC3Z290
BNP Paribas Put 35 IFX 17.12.2027/ DE000PC3Z290 /
| 6/20/2024 6:20:23 PM |
Chg.+0.030 |
Bid6:28:32 PM |
Ask6:28:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
+4.00% |
0.780
Bid Size: 10,000 |
0.820
Ask Size: 10,000 |
INFINEON TECH.AG NA ... |
35.00 EUR |
12/17/2027 |
Put |
Master data
| WKN: |
PC3Z29 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
INFINEON TECH.AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
35.00 EUR |
| Maturity: |
12/17/2027 |
| Issue date: |
1/26/2024 |
| Last trading day: |
12/16/2027 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.69 |
| Intrinsic value: |
0.03 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.36 |
| Parity: |
0.03 |
| Time value: |
0.84 |
| Break-even: |
26.30 |
| Moneyness: |
1.01 |
| Premium: |
0.24 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.12 |
| Spread %: |
16.00% |
| Delta: |
-0.29 |
| Theta: |
0.00 |
| Omega: |
-1.15 |
| Rho: |
-0.65 |
Quote data
| Open: |
0.780 |
| High: |
0.790 |
| Low: |
0.770 |
| Previous Close: |
0.750 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.71% |
| 1 Month |
|
|
+11.43% |
| 3 Months |
|
|
-11.36% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.750 |
0.680 |
| 1M High / 1M Low: |
0.750 |
0.680 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.730 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.706 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
43.97% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
