BNP Paribas Call 45 IFX 17.12.2027
/ DE000PC3Z159
BNP Paribas Call 45 IFX 17.12.202.../ DE000PC3Z159 /
11/10/2024 21:50:16 |
Chg.0.000 |
Bid11/10/2024 |
Ask11/10/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.440EUR |
0.00% |
0.440 Bid Size: 10,000 |
0.480 Ask Size: 10,000 |
INFINEON TECH.AG NA ... |
45.00 EUR |
17/12/2027 |
Call |
Master data
WKN: |
PC3Z15 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
INFINEON TECH.AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
45.00 EUR |
Maturity: |
17/12/2027 |
Issue date: |
26/01/2024 |
Last trading day: |
16/12/2027 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
6.34 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.50 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.36 |
Historic volatility: |
0.37 |
Parity: |
-1.46 |
Time value: |
0.48 |
Break-even: |
49.80 |
Moneyness: |
0.68 |
Premium: |
0.64 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.04 |
Spread %: |
9.09% |
Delta: |
0.45 |
Theta: |
0.00 |
Omega: |
2.87 |
Rho: |
0.29 |
Quote data
Open: |
0.440 |
High: |
0.450 |
Low: |
0.430 |
Previous Close: |
0.440 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-2.22% |
1 Month |
|
|
+10.00% |
3 Months |
|
|
-36.23% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.450 |
0.430 |
1M High / 1M Low: |
0.520 |
0.370 |
6M High / 6M Low: |
0.880 |
0.370 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.440 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.425 |
Avg. volume 1M: |
|
181.818 |
Avg. price 6M: |
|
0.586 |
Avg. volume 6M: |
|
30.769 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
136.07% |
Volatility 6M: |
|
118.15% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |