BNP Paribas Put 32 FRE 18.12.2026
/ DE000PC3ZY80
BNP Paribas Put 32 FRE 18.12.2026/ DE000PC3ZY80 /
| 7/9/2024 9:20:11 PM |
Chg.+0.010 |
Bid7/9/2024 |
Ask7/9/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.620EUR |
+1.64% |
0.620
Bid Size: 20,000 |
0.660
Ask Size: 20,000 |
FRESENIUS SE+CO.KGAA... |
32.00 - |
12/18/2026 |
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: |
12/18/2026 |
| Issue date: |
1/26/2024 |
| Last trading day: |
12/17/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.30 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.24 |
| Parity: |
0.30 |
| Time value: |
0.36 |
| Break-even: |
25.50 |
| Moneyness: |
1.10 |
| Premium: |
0.12 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.04 |
| Spread %: |
6.56% |
| Delta: |
-0.40 |
| Theta: |
0.00 |
| Omega: |
-1.77 |
| Rho: |
-0.44 |
Quote data
| Open: |
0.610 |
| High: |
0.630 |
| Low: |
0.610 |
| Previous Close: |
0.610 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.62% |
| 1 Month |
|
|
+8.77% |
| 3 Months |
|
|
-26.19% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.650 |
0.610 |
| 1M High / 1M Low: |
0.680 |
0.580 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.628 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.635 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
40.16% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
