BNP Paribas Call 28 IFX 17.12.2027
/ DE000PC3Z1Y4
BNP Paribas Call 28 IFX 17.12.202.../ DE000PC3Z1Y4 /
| 11/10/2024 16:37:34 |
Chg.+0.060 |
Bid22:00:28 |
Ask22:00:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.980EUR |
+6.52% |
-
Bid Size: - |
-
Ask Size: - |
INFINEON TECH.AG NA ... |
28.00 EUR |
17/12/2027 |
Call |
Master data
| WKN: |
PC3Z1Y |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
INFINEON TECH.AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
28.00 EUR |
| Maturity: |
17/12/2027 |
| Issue date: |
26/01/2024 |
| Last trading day: |
16/12/2027 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.01 |
| Intrinsic value: |
0.24 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.37 |
| Parity: |
0.24 |
| Time value: |
0.78 |
| Break-even: |
38.20 |
| Moneyness: |
1.09 |
| Premium: |
0.26 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.04 |
| Spread %: |
4.08% |
| Delta: |
0.73 |
| Theta: |
0.00 |
| Omega: |
2.18 |
| Rho: |
0.38 |
Quote data
| Open: |
0.980 |
| High: |
0.980 |
| Low: |
0.980 |
| Previous Close: |
0.920 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+10.11% |
| 3 Months |
|
|
-26.32% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.980 |
0.920 |
| 1M High / 1M Low: |
1.110 |
0.860 |
| 6M High / 6M Low: |
1.640 |
0.850 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.950 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.940 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.195 |
| Avg. volume 6M: |
|
15.504 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.44% |
| Volatility 6M: |
|
92.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
