BNP Paribas Put 40 FRE 18.12.2026
/ DE000PC3ZZA6
BNP Paribas Put 40 FRE 18.12.2026/ DE000PC3ZZA6 /
| 03/06/2024 09:47:44 |
Chg.- |
Bid08:04:13 |
Ask08:04:13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.15EUR |
- |
1.16
Bid Size: 20,000 |
1.20
Ask Size: 20,000 |
FRESENIUS SE+CO.KGAA... |
40.00 - |
18/12/2026 |
Put |
Master data
| WKN: |
PC3ZZA |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
FRESENIUS SE+CO.KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 - |
| Maturity: |
18/12/2026 |
| Issue date: |
26/01/2024 |
| Last trading day: |
17/12/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.07 |
| Intrinsic value: |
1.07 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.24 |
| Parity: |
1.07 |
| Time value: |
0.12 |
| Break-even: |
28.10 |
| Moneyness: |
1.37 |
| Premium: |
0.04 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.04 |
| Spread %: |
3.48% |
| Delta: |
-0.52 |
| Theta: |
0.00 |
| Omega: |
-1.28 |
| Rho: |
-0.69 |
Quote data
| Open: |
1.15 |
| High: |
1.15 |
| Low: |
1.15 |
| Previous Close: |
1.16 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.71% |
| 1 Month |
|
|
-8.00% |
| 3 Months |
|
|
-23.84% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.17 |
1.15 |
| 1M High / 1M Low: |
1.29 |
1.15 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.16 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.22 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
51.88% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
