BNP Paribas Put 30 FRE 18.12.2026
/ DE000PC3ZY72
BNP Paribas Put 30 FRE 18.12.2026/ DE000PC3ZY72 /
| 7/16/2024 9:53:55 AM |
Chg.- |
Bid8:02:08 AM |
Ask8:02:08 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
- |
0.480
Bid Size: 20,000 |
0.520
Ask Size: 20,000 |
FRESENIUS SE+CO.KGAA... |
30.00 - |
12/18/2026 |
Put |
Master data
| WKN: |
PC3ZY7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
FRESENIUS SE+CO.KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
30.00 - |
| Maturity: |
12/18/2026 |
| Issue date: |
1/26/2024 |
| Last trading day: |
12/17/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.04 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.24 |
| Parity: |
0.04 |
| Time value: |
0.48 |
| Break-even: |
24.80 |
| Moneyness: |
1.01 |
| Premium: |
0.16 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.04 |
| Spread %: |
8.33% |
| Delta: |
-0.34 |
| Theta: |
0.00 |
| Omega: |
-1.95 |
| Rho: |
-0.37 |
Quote data
| Open: |
0.490 |
| High: |
0.490 |
| Low: |
0.490 |
| Previous Close: |
0.490 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-22.22% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.500 |
0.480 |
| 1M High / 1M Low: |
0.560 |
0.480 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.492 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.519 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
46.44% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
