BNP Paribas Put 37 IFX 20.12.2024
/ DE000PC2YGV7
BNP Paribas Put 37 IFX 20.12.2024/ DE000PC2YGV7 /
10/09/2024 14:20:49 |
Chg.+0.030 |
Bid14:29:15 |
Ask14:29:15 |
Underlying |
Strike price |
Expiration date |
Option type |
0.810EUR |
+3.85% |
0.820 Bid Size: 50,000 |
0.840 Ask Size: 50,000 |
INFINEON TECH.AG NA ... |
37.00 EUR |
20/12/2024 |
Put |
Master data
WKN: |
PC2YGV |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
INFINEON TECH.AG NA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
37.00 EUR |
Maturity: |
20/12/2024 |
Issue date: |
04/01/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-3.65 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.78 |
Intrinsic value: |
0.78 |
Implied volatility: |
0.42 |
Historic volatility: |
0.36 |
Parity: |
0.78 |
Time value: |
0.02 |
Break-even: |
29.00 |
Moneyness: |
1.27 |
Premium: |
0.01 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.02 |
Spread %: |
2.56% |
Delta: |
-0.82 |
Theta: |
-0.01 |
Omega: |
-2.98 |
Rho: |
-0.09 |
Quote data
Open: |
0.780 |
High: |
0.820 |
Low: |
0.780 |
Previous Close: |
0.780 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+26.56% |
1 Month |
|
|
+15.71% |
3 Months |
|
|
+153.13% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.800 |
0.640 |
1M High / 1M Low: |
0.800 |
0.490 |
6M High / 6M Low: |
0.800 |
0.290 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.730 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.614 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.530 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
135.35% |
Volatility 6M: |
|
142.66% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |