BNP Paribas Put 52 INTC 19.12.202.../  DE000PC2ZWY5  /

Frankfurt Zert./BNP
2024-06-19  2:21:05 PM Chg.-0.170 Bid2:36:03 PM Ask2:36:03 PM Underlying Strike price Expiration date Option type
19.910EUR -0.85% 19.920
Bid Size: 7,500
20.030
Ask Size: 7,500
Intel Corporation 52.00 USD 2025-12-19 Put
 

Master data

WKN: PC2ZWY
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Intel Corporation
Type: Warrant
Option type: Put
Strike price: 52.00 USD
Maturity: 2025-12-19
Issue date: 2024-01-05
Last trading day: 2025-12-18
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: -1.42
Leverage: Yes

Calculated values

Fair value: 19.90
Intrinsic value: 19.90
Implied volatility: 0.50
Historic volatility: 0.35
Parity: 19.90
Time value: 0.14
Break-even: 28.38
Moneyness: 1.70
Premium: 0.00
Premium p.a.: 0.00
Spread abs.: 0.04
Spread %: 0.20%
Delta: -0.68
Theta: 0.00
Omega: -0.97
Rho: -0.59
 

Quote data

Open: 19.780
High: 19.980
Low: 19.780
Previous Close: 20.080
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -0.10%
1 Month  
+6.93%
3 Months  
+68.44%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 20.240 19.820
1M High / 1M Low: 20.280 18.480
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   20.028
Avg. volume 1W:   0.000
Avg. price 1M:   19.767
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   31.94%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -