BNP Paribas Put 32 FRE 18.12.2026
/ DE000PC3ZY80
BNP Paribas Put 32 FRE 18.12.2026/ DE000PC3ZY80 /
| 02/08/2024 21:50:16 |
Chg.-0.020 |
Bid21:56:11 |
Ask21:56:11 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
-3.92% |
0.490
Bid Size: 10,000 |
0.620
Ask Size: 10,000 |
FRESENIUS SE+CO.KGAA... |
32.00 - |
18/12/2026 |
Put |
Master data
| WKN: |
PC3ZY8 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
FRESENIUS SE+CO.KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
32.00 - |
| Maturity: |
18/12/2026 |
| Issue date: |
26/01/2024 |
| Last trading day: |
17/12/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.07 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.24 |
| Parity: |
0.07 |
| Time value: |
0.55 |
| Break-even: |
25.80 |
| Moneyness: |
1.02 |
| Premium: |
0.18 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.13 |
| Spread %: |
26.53% |
| Delta: |
-0.34 |
| Theta: |
0.00 |
| Omega: |
-1.73 |
| Rho: |
-0.40 |
Quote data
| Open: |
0.510 |
| High: |
0.530 |
| Low: |
0.490 |
| Previous Close: |
0.510 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-23.44% |
| 3 Months |
|
|
-28.99% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.460 |
| 1M High / 1M Low: |
0.640 |
0.460 |
| 6M High / 6M Low: |
0.890 |
0.460 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.490 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.560 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.708 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
69.18% |
| Volatility 6M: |
|
46.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
