BNP Paribas Put 40 IFX 17.12.2027
/ DE000PC3Z3B8
BNP Paribas Put 40 IFX 17.12.2027/ DE000PC3Z3B8 /
| 6/21/2024 9:20:14 PM |
Chg.+0.030 |
Bid9:50:53 PM |
Ask9:50:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.100EUR |
+2.80% |
-
Bid Size: - |
-
Ask Size: - |
INFINEON TECH.AG NA ... |
40.00 EUR |
12/17/2027 |
Put |
Master data
| WKN: |
PC3Z3B |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
INFINEON TECH.AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 EUR |
| Maturity: |
12/17/2027 |
| Issue date: |
1/26/2024 |
| Last trading day: |
12/16/2027 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.99 |
| Intrinsic value: |
0.61 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.36 |
| Parity: |
0.61 |
| Time value: |
0.54 |
| Break-even: |
28.50 |
| Moneyness: |
1.18 |
| Premium: |
0.16 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.04 |
| Spread %: |
3.60% |
| Delta: |
-0.36 |
| Theta: |
0.00 |
| Omega: |
-1.07 |
| Rho: |
-0.83 |
Quote data
| Open: |
1.060 |
| High: |
1.110 |
| Low: |
1.060 |
| Previous Close: |
1.070 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.00% |
| 1 Month |
|
|
+17.02% |
| 3 Months |
|
|
-9.09% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.100 |
1.000 |
| 1M High / 1M Low: |
1.100 |
0.930 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.044 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.977 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
41.03% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
