BNP Paribas Call 32 IFX 17.12.2027
/ DE000PC3Z100
BNP Paribas Call 32 IFX 17.12.202.../ DE000PC3Z100 /
| 2024-08-02 9:50:16 PM |
Chg.-0.150 |
Bid9:54:26 PM |
Ask9:54:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.710EUR |
-17.44% |
0.720
Bid Size: 5,000 |
0.860
Ask Size: 5,000 |
INFINEON TECH.AG NA ... |
32.00 EUR |
2027-12-17 |
Call |
Master data
| WKN: |
PC3Z10 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
INFINEON TECH.AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
32.00 EUR |
| Maturity: |
2027-12-17 |
| Issue date: |
2024-01-26 |
| Last trading day: |
2027-12-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.80 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.36 |
| Parity: |
-0.25 |
| Time value: |
0.86 |
| Break-even: |
40.60 |
| Moneyness: |
0.92 |
| Premium: |
0.37 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.14 |
| Spread %: |
19.44% |
| Delta: |
0.66 |
| Theta: |
0.00 |
| Omega: |
2.27 |
| Rho: |
0.37 |
Quote data
| Open: |
0.790 |
| High: |
0.800 |
| Low: |
0.700 |
| Previous Close: |
0.860 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.44% |
| 1 Month |
|
|
-37.17% |
| 3 Months |
|
|
-21.98% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.940 |
0.710 |
| 1M High / 1M Low: |
1.200 |
0.710 |
| 6M High / 6M Low: |
1.410 |
0.710 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.860 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.039 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.085 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.83% |
| Volatility 6M: |
|
94.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
