BNP Paribas Put 37 IFX 15.11.2024
/ DE000PG4T6R5
BNP Paribas Put 37 IFX 15.11.2024/ DE000PG4T6R5 /
| 2024-11-04 9:20:12 PM |
Chg.+0.020 |
Bid9:35:57 PM |
Ask9:35:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.730EUR |
+2.82% |
0.730
Bid Size: 10,000 |
0.870
Ask Size: 10,000 |
INFINEON TECH.AG NA ... |
37.00 EUR |
2024-11-15 |
Put |
Master data
| WKN: |
PG4T6R |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
INFINEON TECH.AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
37.00 EUR |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-07-25 |
| Last trading day: |
2024-11-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.76 |
| Implied volatility: |
1.51 |
| Historic volatility: |
0.37 |
| Parity: |
0.76 |
| Time value: |
0.09 |
| Break-even: |
28.50 |
| Moneyness: |
1.26 |
| Premium: |
0.03 |
| Premium p.a.: |
1.63 |
| Spread abs.: |
0.14 |
| Spread %: |
19.72% |
| Delta: |
-0.77 |
| Theta: |
-0.10 |
| Omega: |
-2.67 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.700 |
| High: |
0.740 |
| Low: |
0.680 |
| Previous Close: |
0.710 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.07% |
| 1 Month |
|
|
+10.61% |
| 3 Months |
|
|
-2.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.880 |
0.570 |
| 1M High / 1M Low: |
0.880 |
0.570 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.680 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.648 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
175.10% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
