BNP Paribas Put 38 IFX 17.12.2027
/ DE000PC3Z3A0
BNP Paribas Put 38 IFX 17.12.2027/ DE000PC3Z3A0 /
9/26/2024 9:24:58 AM |
Chg.-0.04 |
Bid5:59:37 PM |
Ask5:59:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.18EUR |
-3.28% |
1.16 Bid Size: 10,000 |
1.20 Ask Size: 10,000 |
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: |
1.18 |
High: |
1.18 |
Low: |
1.18 |
Previous Close: |
1.22 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+2.61% |
1 Month |
|
|
+9.26% |
3 Months |
|
|
+24.21% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.25 |
1.15 |
1M High / 1M Low: |
1.26 |
1.05 |
6M High / 6M Low: |
1.26 |
0.80 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.21 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.17 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.02 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
53.22% |
Volatility 6M: |
|
54.53% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |