BNP Paribas Put 37 IFX 21.03.2025
/ DE000PC7ZXS4
BNP Paribas Put 37 IFX 21.03.2025/ DE000PC7ZXS4 /
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: |
|
- |