BNP Paribas Put 35 IFX 17.12.2027
/ DE000PC3Z290
BNP Paribas Put 35 IFX 17.12.2027/ DE000PC3Z290 /
| 2024-09-26 9:24:58 AM |
Chg.-0.03 |
Bid2:50:53 PM |
Ask2:50:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.99EUR |
-2.94% |
0.96
Bid Size: 50,000 |
1.00
Ask Size: 50,000 |
INFINEON TECH.AG NA ... |
35.00 EUR |
2027-12-17 |
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: |
2027-12-17 |
| Issue date: |
2024-01-26 |
| Last trading day: |
2027-12-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.88 |
| Intrinsic value: |
0.55 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.36 |
| Parity: |
0.55 |
| Time value: |
0.51 |
| Break-even: |
24.40 |
| Moneyness: |
1.19 |
| Premium: |
0.17 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.04 |
| Spread %: |
3.92% |
| Delta: |
-0.37 |
| Theta: |
0.00 |
| Omega: |
-1.03 |
| Rho: |
-0.69 |
Quote data
| Open: |
0.99 |
| High: |
0.99 |
| Low: |
0.99 |
| Previous Close: |
1.02 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.13% |
| 1 Month |
|
|
+10.00% |
| 3 Months |
|
|
+26.92% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.04 |
0.96 |
| 1M High / 1M Low: |
1.05 |
0.87 |
| 6M High / 6M Low: |
1.05 |
0.66 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.98 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.85 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
53.65% |
| Volatility 6M: |
|
56.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
