BNP Paribas Call 48 IFX 17.12.2027
/ DE000PC3Z167
BNP Paribas Call 48 IFX 17.12.202.../ DE000PC3Z167 /
| 8/2/2024 3:21:10 PM |
Chg.-0.060 |
Bid3:36:15 PM |
Ask3:36:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
-13.95% |
0.370
Bid Size: 50,000 |
0.410
Ask Size: 50,000 |
INFINEON TECH.AG NA ... |
48.00 EUR |
12/17/2027 |
Call |
Master data
| WKN: |
PC3Z16 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
INFINEON TECH.AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 EUR |
| Maturity: |
12/17/2027 |
| Issue date: |
1/26/2024 |
| Last trading day: |
12/16/2027 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.36 |
| Parity: |
-1.69 |
| Time value: |
0.46 |
| Break-even: |
52.60 |
| Moneyness: |
0.65 |
| Premium: |
0.69 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.04 |
| Spread %: |
9.52% |
| Delta: |
0.43 |
| Theta: |
0.00 |
| Omega: |
2.94 |
| Rho: |
0.30 |
Quote data
| Open: |
0.390 |
| High: |
0.400 |
| Low: |
0.370 |
| Previous Close: |
0.430 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.95% |
| 1 Month |
|
|
-33.93% |
| 3 Months |
|
|
-19.57% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.430 |
| 1M High / 1M Low: |
0.630 |
0.430 |
| 6M High / 6M Low: |
0.790 |
0.390 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.448 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.544 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.570 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.84% |
| Volatility 6M: |
|
115.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
