BNP Paribas Put 37 IFX 18.10.2024
/ DE000PG4RKJ0
BNP Paribas Put 37 IFX 18.10.2024/ DE000PG4RKJ0 /
| 02/10/2024 21:50:12 |
Chg.+0.020 |
Bid21:59:13 |
Ask21:59:13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
+3.39% |
0.610
Bid Size: 10,000 |
0.690
Ask Size: 10,000 |
INFINEON TECH.AG NA ... |
37.00 EUR |
18/10/2024 |
Put |
Master data
| WKN: |
PG4RKJ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
INFINEON TECH.AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
37.00 EUR |
| Maturity: |
18/10/2024 |
| Issue date: |
24/07/2024 |
| Last trading day: |
17/10/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.64 |
| Implied volatility: |
1.03 |
| Historic volatility: |
0.37 |
| Parity: |
0.64 |
| Time value: |
0.07 |
| Break-even: |
29.90 |
| Moneyness: |
1.21 |
| Premium: |
0.02 |
| Premium p.a.: |
0.68 |
| Spread abs.: |
0.12 |
| Spread %: |
20.34% |
| Delta: |
-0.78 |
| Theta: |
-0.06 |
| Omega: |
-3.36 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.610 |
| High: |
0.670 |
| Low: |
0.580 |
| Previous Close: |
0.590 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.57% |
| 1 Month |
|
|
+38.64% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.440 |
| 1M High / 1M Low: |
0.820 |
0.440 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.580 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.682 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
239.70% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
