BNP Paribas Put 39 IFX 21.03.2025
/ DE000PC84Q83
BNP Paribas Put 39 IFX 21.03.2025/ DE000PC84Q83 /
| 2024-06-05 3:50:12 PM |
Chg.-0.030 |
Bid4:12:57 PM |
Ask4:12:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.500EUR |
-5.66% |
0.500
Bid Size: 50,000 |
0.510
Ask Size: 50,000 |
INFINEON TECH.AG NA ... |
39.00 EUR |
2025-03-21 |
Put |
Master data
| WKN: |
PC84Q8 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
INFINEON TECH.AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
39.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-30 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.36 |
| Parity: |
0.23 |
| Time value: |
0.31 |
| Break-even: |
33.60 |
| Moneyness: |
1.06 |
| Premium: |
0.08 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
1.89% |
| Delta: |
-0.47 |
| Theta: |
-0.01 |
| Omega: |
-3.22 |
| Rho: |
-0.18 |
Quote data
| Open: |
0.520 |
| High: |
0.540 |
| Low: |
0.500 |
| Previous Close: |
0.530 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.85% |
| 1 Month |
|
|
-41.86% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.520 |
| 1M High / 1M Low: |
0.810 |
0.470 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.534 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.535 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
