BNP Paribas Call 32 IFX 17.12.202.../  DE000PC3Z100  /

EUWAX
2024-10-11  4:37:35 PM Chg.+0.050 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
0.810EUR +6.58% -
Bid Size: -
-
Ask Size: -
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: 3.58
Leverage: Yes

Calculated values

Fair value: 0.85
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.37
Parity: -0.16
Time value: 0.85
Break-even: 40.50
Moneyness: 0.95
Premium: 0.33
Premium p.a.: 0.09
Spread abs.: 0.04
Spread %: 4.94%
Delta: 0.66
Theta: 0.00
Omega: 2.36
Rho: 0.37
 

Quote data

Open: 0.810
High: 0.810
Low: 0.810
Previous Close: 0.760
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.85%
1 Month  
+15.71%
3 Months
  -29.57%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.800 0.760
1M High / 1M Low: 0.940 0.690
6M High / 6M Low: 1.450 0.690
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.780
Avg. volume 1W:   0.000
Avg. price 1M:   0.772
Avg. volume 1M:   0.000
Avg. price 6M:   1.016
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   101.03%
Volatility 6M:   93.53%
Volatility 1Y:   -
Volatility 3Y:   -