BNP Paribas Put 38 IFX 17.12.2027
/ DE000PC3Z3A0
BNP Paribas Put 38 IFX 17.12.2027/ DE000PC3Z3A0 /
9/26/2024 3:20:49 PM |
Chg.-0.070 |
Bid9/26/2024 |
Ask9/26/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
1.150EUR |
-5.74% |
1.150 Bid Size: 50,000 |
1.190 Ask Size: 50,000 |
INFINEON TECH.AG NA ... |
38.00 EUR |
12/17/2027 |
Put |
Master data
WKN: |
PC3Z3A |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
INFINEON TECH.AG NA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
38.00 EUR |
Maturity: |
12/17/2027 |
Issue date: |
1/26/2024 |
Last trading day: |
12/16/2027 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-2.34 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.07 |
Intrinsic value: |
0.85 |
Implied volatility: |
0.46 |
Historic volatility: |
0.36 |
Parity: |
0.85 |
Time value: |
0.41 |
Break-even: |
25.40 |
Moneyness: |
1.29 |
Premium: |
0.14 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.04 |
Spread %: |
3.28% |
Delta: |
-0.41 |
Theta: |
0.00 |
Omega: |
-0.95 |
Rho: |
-0.79 |
Quote data
Open: |
1.190 |
High: |
1.190 |
Low: |
1.150 |
Previous Close: |
1.220 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+6.48% |
3 Months |
|
|
+19.79% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.240 |
1.150 |
1M High / 1M Low: |
1.260 |
1.050 |
6M High / 6M Low: |
1.260 |
0.820 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.214 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.173 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.024 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
52.87% |
Volatility 6M: |
|
55.64% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |