BNP Paribas Put 22 FRE 18.12.2026
/ DE000PC3ZY49
BNP Paribas Put 22 FRE 18.12.2026/ DE000PC3ZY49 /
09/09/2024 09:21:15 |
Chg.0.000 |
Bid09/09/2024 |
Ask09/09/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.120EUR |
0.00% |
0.120 Bid Size: 100,000 |
0.150 Ask Size: 100,000 |
FRESENIUS SE+CO.KGAA... |
22.00 - |
18/12/2026 |
Put |
Master data
WKN: |
PC3ZY4 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
FRESENIUS SE+CO.KGAA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
22.00 - |
Maturity: |
18/12/2026 |
Issue date: |
26/01/2024 |
Last trading day: |
17/12/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-20.76 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.38 |
Historic volatility: |
0.23 |
Parity: |
-1.12 |
Time value: |
0.16 |
Break-even: |
20.40 |
Moneyness: |
0.66 |
Premium: |
0.39 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.04 |
Spread %: |
33.33% |
Delta: |
-0.13 |
Theta: |
0.00 |
Omega: |
-2.63 |
Rho: |
-0.13 |
Quote data
Open: |
0.120 |
High: |
0.120 |
Low: |
0.120 |
Previous Close: |
0.120 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-29.41% |
3 Months |
|
|
-33.33% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.120 |
0.110 |
1M High / 1M Low: |
0.170 |
0.110 |
6M High / 6M Low: |
0.320 |
0.110 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.118 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.136 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.210 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
65.53% |
Volatility 6M: |
|
84.64% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |