BNP Paribas Put 31 IFX 20.12.2024
/ DE000PC2YGT1
BNP Paribas Put 31 IFX 20.12.2024/ DE000PC2YGT1 /
| 05/08/2024 08:22:45 |
Chg.+0.090 |
Bid12:38:56 |
Ask12:38:56 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
+28.13% |
0.410
Bid Size: 50,000 |
0.440
Ask Size: 50,000 |
INFINEON TECH.AG NA ... |
31.00 EUR |
20/12/2024 |
Put |
Master data
| WKN: |
PC2YGT |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
INFINEON TECH.AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
31.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
04/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.36 |
| Parity: |
0.15 |
| Time value: |
0.23 |
| Break-even: |
27.20 |
| Moneyness: |
1.05 |
| Premium: |
0.08 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.04 |
| Spread %: |
11.76% |
| Delta: |
-0.50 |
| Theta: |
-0.01 |
| Omega: |
-3.86 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.410 |
| High: |
0.410 |
| Low: |
0.410 |
| Previous Close: |
0.320 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+57.69% |
| 1 Month |
|
|
+192.86% |
| 3 Months |
|
|
+36.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.220 |
| 1M High / 1M Low: |
0.320 |
0.110 |
| 6M High / 6M Low: |
0.360 |
0.100 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.254 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.183 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.220 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
276.49% |
| Volatility 6M: |
|
183.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
