BNP Paribas Put 37 IFX 21.03.2025/  DE000PC7ZXS4  /

EUWAX
2024-10-31  8:39:05 AM Chg.+0.090 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
0.810EUR +12.50% -
Bid Size: -
-
Ask Size: -
INFINEON TECH.AG NA ... 37.00 EUR 2025-03-21 Put
 

Master data

WKN: PC7ZXS
Issuer: BNP PARIBAS
Currency: EUR
Underlying: INFINEON TECH.AG NA O.N.
Type: Warrant
Option type: Put
Strike price: 37.00 EUR
Maturity: 2025-03-21
Issue date: 2024-04-09
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -3.72
Leverage: Yes

Calculated values

Fair value: 0.76
Intrinsic value: 0.73
Implied volatility: 0.44
Historic volatility: 0.37
Parity: 0.73
Time value: 0.07
Break-even: 29.00
Moneyness: 1.24
Premium: 0.02
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 2.56%
Delta: -0.73
Theta: -0.01
Omega: -2.72
Rho: -0.11
 

Quote data

Open: 0.810
High: 0.810
Low: 0.810
Previous Close: 0.720
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.71%
1 Month  
+37.29%
3 Months  
+28.57%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.720 0.690
1M High / 1M Low: 0.790 0.590
6M High / 6M Low: 0.910 0.340
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.706
Avg. volume 1W:   0.000
Avg. price 1M:   0.724
Avg. volume 1M:   0.000
Avg. price 6M:   0.601
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   86.57%
Volatility 6M:   130.27%
Volatility 1Y:   -
Volatility 3Y:   -